Your lament is one that drove me away from actively purchasing most vintage baseball cards for over a decade, with a few exceptions. It just pissed me off to be priced out of so much. I have a list of 'should have' a mile long. It also drove me to Exhibit cards 20+ years ago, which has worked out splendidly now that those issues have taken off. I've also always been a fan of oddball stuff. It's just so much more interesting to me than a T card. Regionals, premiums, picture packs, sales stimulators, etc., all were foci of mine over the last 20-30 years, followed a 10-15 years ago by snapshots and photos. Many of these things are lighting up over the last 18 months or so ($31K for a Foxx Exhibit in last night's REA!), but there is still plenty to get on a budget.
I also got into other sports, especially boxing (which I just enjoy watching more than any others), but also FB, basketball, hockey, vintage soccer, and some non-sports too.
I started collecting Carl Hubbell cards recently. His run of dominance in the mid-1930s was epic, yet he receives very little love among collectors. Even was the WAR leader for two years (including position players and pitchers). So, there are first-tier HOFers who don't get the collector admiration that others do. His RC costs under a grand, and many of his cards from the 1930s can be had for under $100 in decent shape.
If you're out for fun, it doesn't have to be big ticket stuff. I get more enjoyment from finding and researching an obscure regional issue than looking at (yet another) T206 Cobb. Not knocking the latter, just not intrigued by it.