I've been working on a signed 1948 Bowman set for about 8 years (currently at 45 of 48 - just need Buddy Kerr, Herm Wehmeier, & Dave Koslo). I started the set after picking up a signed card lot from a friend at the National that contained 18 of the 48 cards in the set. I have spent more on it than I will likely ever recoup if I decide to sell, mainly because several other collectors work on this set (I think due to it's relatively small size, how good the cards look signed, and the fact that it is possible to complete). The final cards needed are on many of the 48B set collectors' short list of needs, so any time one becomes available on the market it can be a bidding bloodbath. That said, it's been a fun chase and I love the challenge of the search. Here's a link to my thread in the autograph section that includes pics of my cards.
Kaneen's Signed 1948 Bowman Set
I've also worked on some modern sets, particularly the Fleer Greats of the Game sets from:
2000 (100 of 100 - Complete!)
Kaneen's Complete Signed 2000 GOTG Set
2001 (91 of 92 - Need only Bobby Bonds)
2002 (63 of 69)
2004 (72 of 111)