It all depends on how quickly you want to complete the T206 set. Since you already know it will take years, would a little longer matter that much to you if it allows you to avoid passing up an opportunity you're interested in?
I completed a run of Topps sets about 25 years ago. I usually tried to actively work on 1 or 2 sets at a time, but if I ran across some kind of deal for cards from a set I hadn't finished yet that I felt I wouldn't be able to find again, I usually bought it figuring that in the long run, it made sense.
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