Al,
There is no magic formula for this endeavor. It's all about what makes you happy.
Do you like a certain medium more than the others?
How much room do you have to store or display?
How quickly do you want to do it? Are you patient?
How much money do you have to spend?
The last question only really factors into the second question (with the exception of certain very rare signatures). Meaning if you want to do it quickly, you will likely need more money. The budget doesn't really affect what medium you get. If you prefer to get a Ruth SS ball you may have to save up longer to get the money for it, but if that is really what is going to make you happy, then why not?
Remember, it's not a race or a competition. Collect what you really enjoy and you'll likely never b disappointed with your collection, no matter how big or small it is.
Best,
Mark
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