At the end of the day you just have to figure out what your goals are and what you think will best accomplish them. Here are some suggestions though:
1. If you are hoping to get a complete set and put it on a registry, I would recommend PSA--it is one of the better registries.
2. If you do not plan to start a registry set and want to keep them all together, I would consider leaving them all as is.
3. If you want to display a handful of cards from your set, and want protection, I would recommend SGC. They display beautifully and are kind of like a cool little picture frame.
4. If you are looking to flip a couple cards, I would go with PSA. I would only get the high grade cards (NM/MT) and star players (Mantle, etc.) graded though. If it is not one of those, you don't get enough of a return on your investment to make it worth while.
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