I love threads like these.
I have 2 main focuses:
1.) Anything and everything Roy Campanella. I started with the PSA basic set and have since moved on to the master set. I am also adding photos, books, magazines, modern cards (including game-used cards), and anything else I can find of his. I haven't been working on this long and my budget is pretty small so I have A LONG way to go on it. But eventually I'd like to have one of, if not THE, most comprehensive Campanella collection in the world.
2.) I've also started to collect all St. Louis Cardinals baseball cards. They've always been my favorite team but I've just now started to really concentrate on building team sets for everything I can find. My goal (which will NEVER happen I'm sure) is to find get every Cardinal card from 1900-1980 and then all the base Donruss, Fleer, Score, Topps, and Upper Deck after that. At the moment I'm concentrating on the T-cards and the '50s but eventually will branch out.