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NickMAnd even then, it will be extremely expensive for many of the 19th century guys.
Exhibits, strip cards, and large-size premiums (Butterfinger, National Chicle, Goudey Fine Pen and Wide Pen, etc.) will provide the lowest cost options for most players of the 1920s and 1930s, but lower-condition cards from major sets may work fine for you too.
If you're willing to stray from cards issued during their careers, 1940 Play Ball has attractive cards of a lot of guys who retired before then.
In the 1900s and 1910s, Sweet Caporal P2 pins provide an affordable alternative to beat-up tobacco or caramel cards.
If you decide at some point to just fill in the blanks with a card of each HOFer, regardless of whether it was issued during their career, the 1950 Callahan and 1960 and 1961-62 Fleer sets are the ones with the widest collector acceptance. Artvues and other HOF plaque postcards aren't very valuable, but are better than nothing.