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Jason LWell, my 5 year old son became a lot more interested in baseball and collecting over the past year...and it is very much a situation where he just wants to do what I'm doing. I think a real interest is developing, but I am not focing anything and I take it at face value. But he truly seems interested.
I brought him to a card show, and just let him take it all in, figuring I would encourage whatever sparks his interest, as long as it wasn't more expensive than my own 
Something neat happened...he likes the cards, and we opened a box of 2007 together, but what he REALLY likes are the figures. He likes having something to collect that is different than me, so he can show them to me, etc. We happened upon a table selling opened, used Starting Lineup figures, and he was hooked...fun to see!
Oh! Related story on teaching kids: He asked me a very loaded question during one of ESPN's recent tributes to Mr. Bonds. During this seemingly endless montage of homerun clips, my son asked, "Dad, he hits alot of home runs. Why is he so good?"
My answer to that was (very politically): "Well, lots of practice, and hard work, -and everyone's trying to figure out if there's any other reasons."
ugh