Welcome to Club!!!
I, too, am a HOF RC collector, and I've battled through the same issues as you, in fact. First of all, it's not possible to obtain EVERY prewar RC, as you might already know, since some RCs are virtually 1 of 1s....making 19th century RCs a scary place to venture. HOWEVER.....many prewar HOF RCs are cheaper than you'd think. If you don't mind collecting a card of a particular player years after it's "true RC", then you'll meet your goals some day.
Also:
1) What's the last post war HOF RC you still need, if you don't mind sharing?
2) Will you be collecting only players....or ALL HOFers?
Good luck, and let me know if you need any help!
Jimi
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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
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