docko911 - Have you got a team you like or player or set? My advise is to narrow it down as much as possibly to begin with. I.e. if you like the Yankees, don't collect EVERY Yankee card, is there are particular player, say Jeter - from there do you want to collect EVERY Jeter or just Game Used? Inserts? Base cards? I have a few PC's that i've narrowed down - Aussie Born Players (Serial Numbered cards), Autos of star/semi star players I know and like, and Yankees base cards. They are still pretty broad though. I would compartmentalize otherwise you will just get out of control!
TBH - US ebay and the US forums (Sports Card Forum) are probably you're best bet for buying/selling/trading. If you need any advise just ask though!
Mark.