One piece of advice I can offer is to keep a very detailed list of what you own so that you can avoid purchasing cards you already have. I've ended up with way too many duplicates over the years--some intentional and some intentional--and could have avoided the unintentional mistakes if I'd started a spreadsheet sooner.
Another piece of advice that may be helpful is to think of your end game before you get started. For example, I've always wanted a complete Transogram Box of my favorite player. Instead of waiting for one to come up, I purchased the card cut off the box from one auction and the figure that came with the box in another. When the complete box came up for sale, I got it for less than the cost of the individual pieces and then had to try to recoup my money for items I no longer needed.
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