I have been collecting football cards for decades, but I got into collecting graded vintage RC's of HOF's many years ago after visiting Rich Muellers site
http://www.baseballcardinvestment.com
It is a lot of the same advice many people have already given, but when I was starting out I knew who the star players were but didn't know which of their cards were the most collectible. Some pre-war iconic players have very tough to find RC's or no clear ones you can readily find.
The site was a great resource. Those players and their respective cards seem to appreciate in the long run.
Troy