Welcome to the crazy world of the completer-finishers.
I've put together mostly post-war but also a couple of smaller pre-war sets. I have a number of sets that I'm working through now. Really it's down to personal preferences, but here's my observations (you're mileage may vary):
- Choose the quality you're targeting and really think about it. It's easy to say that you want VG cards but if you're someone who will obsess about upgrading your VG Joe Medwick for one with sharp corners, then it might be better to target EXMT instead.
- When you start a set, it's easy to get fast progress because you need everything. It's a great time to pick up some bulk lots or starter sets. As others have said, you can choose the best of them and sell or trade the left overs.
- I tend to pick up stars as I go along, not up-front. I like to feel that I've made good progress so getting a good percent of the set early, keeps me motivated.
- I like a bargain and I work hard to find cards at good prices. So for me, I try to retain some flexibility so that I can pick up cards as I find a bargain. For that same reason, I like to chase a number of sets at once. Sometimes there's a bunch of collectors chasing the same set as me. If I'm chasing multiple sets, I can buy the cards opportunistically. If everyone's chasing 1961 Topps high numbers, I might find some Zeenut bargains or 1940 Playballs at good prices.
- I'm not in a race to complete my sets. I don't mind spending a number of years slowly building sets and opportunistically picking up the cards that I need.
- I prefer raw cards but I'm happy to buy graded cards too. It all depends on the card.
- As far as storage options, I tend to use BCW Graded Shoe Boxes. They allow me to store toploaders and graded slabs in the same box, in number order. I also have some sets in binders. I've experimented with top loader binder pages (and I really like them) but I don't have the space to store all my sets in binders. The top loader binders allow me to display the cards and keep them protected but they take up a lot more space. When I have a graded card, I use a print out of the card in the binder.
Good luck and let us know how your journey goes.