Buy in quantity
The worst way to tackle it is one card at a time. You will pay more and it may take forever. Buy as large of groups as you can find (and afford) and buy them. Keep what you want and sell the rest, just keep repeating this and in a matter of time you will have a large portion of the set. When you get towards the end you will have to buy some singles, but even early on you will be surprised by the number of HOFers, even off grade Cobbs, that are included in small, medium and large size groups.
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