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hankronI would suggest you buy a copy of the Standard Catalog of Baseball Cards by Bob Lemke (Krause Publications). It catalogs and describes all the major baseball card issues.
You might wish to experiment by buying a variety of less expesnive items that catch your eye. 1909-11 T206s and 1933-4 Goudeys are just three sets that are highly popular with collectors due to their eye appeal.