my best advice is to do what i did and that is surf your local craigslist ad's looking for bulk packages.

Like one deal i bought over 100 various NES games and came with a few SNES and Genesis games.

Sure your gonna get a few doubles doing it that way but bulk up those doubles and resell em on ebay or something as a package deal for new collectors to eat up.

Then once your satisfied you can move on to the individual Goodwill/Thrift store finds and the flea market finds and garage sale finds to keep the collection going but without having to dump a crazy amount of money into bulk buy's you did to get started.