Do yourself a favor and define what exactly it is you are trying to accomplish. Do you want a 1/2 Noah's Ark of
RPG stuff, or just certain publishers, certain types, etc. Are you collecting for sentiment, use or future value? Are you looking to box up everything and have it collect dust, or display it? Part of the reason I got out of collecting is because I have the worst case of OCD that God ever gifted someone with, and since I would never have one of everything it would eventually leave me muttering to myself in a closet. When I started, I intended to collet items I could use to start playing again, and it mushroomed from there. Early on I decided to collect everything fantasy-related, but found myself getting Traveller and other stuff. Not good.
The most important thing is to BE PATIENT. Sooner or later everything comes up for sale. If you find yourself saying "I'll go a little higher than I like THIS time" often, then you are not being patient. It will cost you in the end and you won't enjoy the process. That being said, the market pricing nowadays is insane
IMO. The people paying thousands of dollars for items aren't just collectors anymore, many are investors.
Another thing I'd caution against: Don't be greedy. If you want to grab a second 3rd print
woody for trade purposes, fine, but having multiples just so you can say "I have 33 woodgrains" means you deprive someone else of the joy of owning one, and that is not cool in my book. I sold/traded/gave away most all of my high-end stuff so others could have a chance at owning them. I'm not licking my nuts and claiming to be Mother Theresa, but if I hadn't done so they'd be sitting around unused and unappreciated.
But again, either learn patience or invest early on in several crates of Maalox.
If you hit a Rowsdower, you get to keep it.