So what does one do when one wants everything?

...and has a very limited budget? Go for sets? HOF collection? These are the things I have done for years and I never seem to be satisfied.
I've never tried (or seriously attempted) a type-card set. For a guy on a budget, and wants it all....where do I start? Where did you start before the addiction picked up for you?
T206/t205 backs?
Caramels?
Postcards?
Share your stories and offer some advice!
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Collecting HOF RCs, t206 HOF tough backs, and other cards that look cool.

Member of OBC (Old Baseball Cards), the longest running on-line collecting club
www.oldbaseball.com
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jimivintage@yahoo.com
Jimi