Does it have to be a "set"?
Have you considered type cards? I can vouch for the thrill of the hunt, as can a few others on the board. You can set your goals as broad or as narrow as you want.
I collect only Washington players, so I don't worry about any of the minor league sets, or lots of the E-9x's.
Or you could choose a favorite player and go after one of each of their cards. HOFers can be pricey, but if you select someone who played for a while, you can still end up with 30-40 cards. For my Washington set I've sort of focused on Clyde Milan --> Joe Judge --> Cecil Travis. That carries me through most of the major sets (and a few minor ones) from 1907 through 1941.
Or collect only horizontal cards. Or minor leaguers in major-league sets. Or... or... Whatever strikes your fancy.
Whatever you start out with, don't be afraid to change your mind. If you buy judiciously, you'll be able to get out of your cards if you change focus. (Check through some listings on the B/S/T and see how often that "change focus" phrase shows up.)
And remember, it's a fun hobby. Collect What You Want. Start slow, by doing some research, as other posters have suggested. Then buy a few raw cards for cheap to get a feel for them. There's no substitute for running your fingers across the surface of a well-loved card.
I've been collecting for almost 30 years off and on, and I still have lots to look for.
Bill
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