E98 - Getting one example of each player is relatively easy, but if you are going for a master set with all four color variations then yes its a little tougher & expensive. A few members on the board have been trying to put the master set together for the past year or two. A master set is a great accomplishment, but certainly not impossible.
1914 CJ is similar. One board member recently finished it (he had relatively deep pockets and it still took him some time) and I know btkpath is nearing his complete set that he's been working on for a while. Again, not impossible but there are some toughies (like peckinpaugh) that could take you a couple years to even come across an example let alone being able to afford it.
IMPOSSIBLE or nearly impossible sets were discussed here:
http://www.net54baseball.com/showthread.php?t=149534
And I know we had a thread where we ranked popular sets according to difficulty but I couldn't find that thread, maybe someone else can help? I went back 6 months but must've overlooked it.
Rob