It all depends on what team you support and most importantly who do you like watching? Personally it was a no brainer for me when I decided to start a PC. I've never even thought about selling a card from my Swan collection.
At the moment my collection stands at 80 with 2 signatures %100.
for myself i collect geelong draft sigs. i have most of them. you just need to find the right player/set.
who you think is worth collecting, what budget you have for it, and the one you would never think of trading.
and last of all, have fun doing it.
good luck.
Im a team collector, I also collect Cambell Brown.
I need his signature 2006 AFL heroe sticker SS08
Only 10 made very rare, if anyone hears of one let me know.