I'm mainly a sub-set collector: T206 HOFers, T205 HOFers, N162 Baseball players, N28 baseball players, T212 Obak Seattle players, etc.
I always think, "I'm going to finish these sets, and then I'm just going to start a type collection set." And then I get another idea for a great new sub-set.
One thing that discourages me from a type collection pre-war set is that it is so daunting, there are so many cards and many are so rare and expensive ones that it would be an impossible and lifelong pursuit to have a card from each set. But I guess that's the fun of it.