Fun set for sure
The only advice I can give is:
1) It is a marathon NOT a sprint. Be patient and wait for the right card at the right price. Unless you start getting into tough backs, most of the set is not rare.
2) If you choose to buy graded, I find that currently a typical common in PSA/SGC graded 3 should cost in the $30-40 range. Anything less than that is a bargain.
3) Read Scot Readers work "Inside T206"
Have fun and good luck