Everything I have done has been a fun ride.
You could start with a segment of the t206 set, as has been suggested. I had a good advantage with a fair amount of the set before I stated to get committed to it. The nice thing about it is that it is easily the most readily available set and there are always sellers, buyers, and traders.
A very, very low grade t205 was my first set.
Here's a recap of my t205 project.
I did a 1941 Double Play which was fun, affordable and kind of interesting.
The set I may suggest, and it's going to be a love it or hate it set...is the 1933 DeLong. I love the look of the set and piddled away on it.
I also did a Roanoke T210, which is my hometown.