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Gilbert MainesDo not collect the set.
Collect the cards or collect the players or both.
Check out the differences between each year of issuance, select a (small) type set of one of each. Decide if you then want to expand the type set into the different colors and subtleties of coloration.
Study the baseball history - select players who pique your interest, such as those who got their start in the National Association, those with specific accomplishments (including 4 triples in a game, 400 more strikeouts than walks in a season, and many other astounding achievements), players who were active in four leagues, players who were members of St. Paul, UA - the shortest lived team (8 major league games) but most of the team is represented on OJ cards.
And much more -