Take one of the sets from the 60's or 70's that is really nice to look at, and try to build a complete set from scratch. It's frustratingly fun! The grading thing is getting crazier and crazier, pricing everyone out, but you can still find ungraded starter sets in decent condition at a fair price. My advise, as always
, is to go after the drug-induced 1972 set. A ton of superstars, and some pretty tough high numbers to find, but it is still relatively 'easy' to get your hands on what you need.
If you go this route (with whatever set you decide), start a thread in the B/S/T looking for starter sets. You'll probably be able to knock out a significant portion of it in due time.