I've always been a set builder.
1. Are there particular strategies you follow in building your sets?
Most of my vintage sets have started with starter lots, sometimes more than one. Once you get up to having about 60% of the cards in the set buying them in lots is no longer effective (too many doubles) so I switch to hunting for indivdual cards one by one at around that point.
2. Do you build multiple sets at once, or does that make it too difficult and you focus on one at a time?
Multiple sets all at once. I've probably got about a dozen on the go at any one point, though how actively I pursue them varies. The problem with focusing on just one at a time is that you'll go for long stretches where you can't find what you are looking for (at least at the right price), which gets frustrating. If you've got a few sets on the go at the same time you are more likely to find good deals on at least one of them from time to time so you avoid that.
3. Do you prefer all raw, all graded or a combo and why?
Raw. I don't care much about condition (mostly going for "mid grade-ish" sets) and never really understood the attraction of graded (to each their own, this isn't a criticism of those who do).
4. Finally, what is the best way to store sets (in-progress or completed) so that you can also enjoy seeing the cards?
Binders, with the cards arranged numerically and leaving blank spots for the cards you don't have yet. This is way better than boxes for the simple reason that it you get this massive shot of satisfaction every time you get a card you need and slide it into the pocket you've had reserved for it. I've never felt that same rush when putting a card I needed into a set I keep in a box. Filling up pages one by one - especially when you get the 9th card for a given sheet and complete it - is probably the most intensely satisfying feeling I've ever had as a collector.
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