I enjoy focusing on particular players and teams. That's what makes collecting fun for me, and part of what makes no two collectors alike, as some are the exact opposite.
I've only completed two sets that I've really tried to: 1968 Topps Game, and 2000 Upper Deck HoloGRFX A Piece of the Series relic insert set.
When I set out to complete Topps Game, it only took me a few weeks. I just basically bought everything in lots on eBay. Where's the fun in that? It wasn't very tough, but it did make me realize I'm not one who is going to spend years trying to put together a bigger set.
I loved 2000 HoloGRFX A Piece of the Series as soon as I saw it. It obviously helps that the Yankees swept the Braves in that World Series in 1999. But I thought the cards looked great, and I fell in love with them immediately. Plus, Tino was in the set!
Here is the checklist:
PS1 Derek Jeter
PS2 Chipper Jones
PS3 Roger Clemens
PS4 Greg Maddux
PS5 Bernie Williams
PS6 Andruw Jones
PS7 Tino Martinez
PS8 Brian Jordan
PS9 Mariano Rivera
PS10 - John Rocker - Doesn't exist because he's a douchebag.
PS11 Paul O'Neill
PS12 Tom Glavine
The toughest card was the Jeter. A lot of these were listed for crazy prices, but I ended up finding most for a pretty affordable cost. It was a few years ago, and I have no recollection what I paid for each, but I doubt any one card cost me more than $20. Most were probably in the $5-10 range.