I have gone through phases of collecting specific sets, individual players, team sets and just random stuff. I don't think I have any real regrets with the choices, other than passing on a few cards here and there.
Changing up your collecting habits keeps it more interesting. I know people who have gone months/years without buying any cards because they have a specific wantlist of tougher to find cards. That's probably the only thing I wouldn't recommend. You can still get the thrill of the hunt while maybe focusing on something else that doesn't cut deeply into your budget for those rare cards.
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