Welcome aboard,
I would say don't over-extend yourself early. It may be easier to complete a set with big cards out of the way but you don't want to invest too heavily into something you're just starting either. I'd start with commons and see if, after a while, you still have strong interest to keep pursuing the set. Sometimes people lose interest as they acquire cards in a set, then you at least won't have too much $ invested if you decide to get out and pursue a different project.
I started going after the Diamond Star set a couple years ago and sort of lost interest. Maybe not lost interest, but became interested in other stuff more. I didn't buy any of the expensive high # cards yet, so I'm happy with that. I've since put that project on hold and still have the cards but am more happy acquiring other cards at the present time....
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