Being mainly a vintage collector,I have given up on trying to piece sets together and decided to just buy complete sets now when I find a good deal out there.Like stated earlier some things are getting harder to find and actually in the long run I think it is way cheaper to buy a set than to "build one" that you will be happy with..I also agree with the theory of getting it done with what you can and then upgrade later.
I agree that it is definetely cheaper to buy the set than piece it together. But for me a lot of the fun is also the thrill of the chase. I was looking through a bunch of stuff a guy pulled out of box at a show this weekend and found a mint 1975 Johnny bench that I needed for my 1975 set. I was really happy to finally find the card and paid a whopping 3.00 for it. And it just seems easier to spend 20 or 30 dollars here and there than drop 1000 in one shot.