Posted By:
TBobYou are a lot younger than I am so you should have a lot more of it (patience) 
If you build a vintage card set (I have built a T206 and T207 and E93, 94 and E98 in the last 2 years) you need to search ebay and check out auctions which offer multi-card lots such as Lipset, Mastro, Smolin, Lelands, etc. Not to be ignored is the great group of guys and gals on this board who have helped me with my sets. I am indebted to guys who helped me with my want lists and even took the time to find cards for me at great prices.
I can not overemphasize 2 things: on cards which are very, very tough, grab what you can when you can, you can always upgrade later. On cards which are more plentiful and commonly sold, lay off cards in lesser condition than you desire and wait for the right one. I let umpteen T206 Cobb bat off shoulders go by on ebay until I fund the right one at the right price.
Good luck and I hope your pocketbook is deep if you want to go after the big sets or the rare ones.