Well, it all depends on what your goal is and what you like. I'd start by looking at the Old Cardboard website (look at the Type Card Galleries there for T cards, R cards, E cards, etc - at
http://oldcardboard.com/ref/galleries.asp) and get an idea about what's out there. Do you like real pictures of players? Do you like to read about the player on the back of the card? Do you just want HOF players or do you like learning about some of the obscure players? Is black and white OK, or do you want colors? Lots of ways to go. Also, are you a collector or an investor? The graded T206s are better for resale value (which is why they are expensive in the first place). Personally, I like the 1920s and 1930s sets - most are reasonably priced and readily available. But everybody is different.