Patience is key. There may be a particular game that you want among many, (say Stafox for the SNES), and you see it out and about for $10. While that isn't a terrible deal, if you were to wait and search around, you may come to find it later down the road for $5.00. Just because you see a game out and about doesn't mean you should buy it. Don't buy everything you see. Especially for the more common games, just wait to land a good deal.
I can't speak for every collector, but I think most of us really enjoy the "landing a good deal" facet of collecting. We all enjoy getting our games for the actual gameplay value, but sometimes the story of "finding this game in a seedy pawn shop for super cheap" is more valuable and worthwhile than the game itself. For many collectors, each game has a story of how it was acquired and these stories, over time, become very valuable.
Also, learn to enjoy the aspect of hunting for games in person at thrifts, pawn shops, specialty stores, flea markets, craigslist, etc. It s really funny how finding the right game for the right price can just make your whole week, making all the other shitty parts of you week seem small by comparison. Also, it is really smart to research general sale prices of various items on eBay. That way you go in to game hunting with the knowledge of general game prices, so when you see a Turbo-Grafx for $30, you know it is a good deal. I have done this so much that I actually research sale prices for games and systems that I'm not even interested in. That way if I see a Zelda game for $5.00, (which just isn't a series/genre I'm personally into), I know to buy it straight-away to trade or resell it. If you are going to be serious about collecting, you'll probably start getting into a habit of sometimes buying things, (for good deals, mind you), that you don't personally enjoy for the strict purpose of reselling and trading. I don't personally like RPGs and adventure games, but I largely have them to thank for the collection I have today. Without picking up and reselling all of those games over the years, I wouldn't have had the money to get the games I actually wanted.
Over the years, I have heard a lot of collectors give out various pieces of advice and two things always come up. First, people say you should buy games that you personally like, not a bunch of crappy games to "fill the collection." I know it sounds silly, but it can be tempting to buy a bunch of crappy Saturn games to make the look good on the shelf, but if you aren't going for a system collection or something, ultimately you just have a bunch of games you don't really enjoy and that is no good. The second thing is collect for you - not as an investment. Collecting them as an investment is just not a good idea. Invest in something useful, like stocks or a business venture - not games. Collect games because you enjoy them and want to play them. I know this sounds painfully simple, but there are throws of collectors that have steered into pretty bad territory because they deviated from these two very simple rules. At the end of the day, it has to be fun for you. If it isn't fun and it starts to feel tedious or like work, it is time to get out of the game. You gotta have fun with it.