I am in the same boat as you. Just starting to collect them. I'm personal starting with the HOF's in a low grade (2-3) due to price. But I have been spending a lot of time learning about the set. The pdf of the t206 book is very helpful.
This page on the t206 resource really helps a lot. It's the checklists page and it breaks the set down into lists in about every way imaginable. Say for example you were looking for chief bender and wanted a certain back and picture. You'd find that if you wanted a polar bear back your options would be the no trees picture, because the portrait and with trees background are not available in a polar bear back according to the checklist. Just an example but Things like that have really helped me narrow down my searches and decide what direction I wanted to go with my collection.
http://www.t206resource.com/Checklist%20Main.html