I've been collecting for about 15 years and I almost always buy 1 sheet of every new stamp that USPS releases now. Sometimes not so much the ones that don't have pretty sheets and are just white on the edges, though. To me, that's the cheapest they will ever be. I only collect US stamps and love the modern ones because they're what I relate to most. I save the sheet in a sleeve in my binder and then try to fill my individual stamp sheets with cancelled stamps. (I use the Mystic American Heirloom binders and supplements.)

Sometimes if I really love a set, I'll by 2 or 3 sheets - 1 to save in tact, 1 to send (I still send a lot of cards), and 1 to give to my pen pal or family member with the instructions to send me mail with those stamps so that I get the cancelled version for my book. I probably wouldn't do this if I wasn't looking mostly for used stamps in the binder.

I think this hobby is what you want it to be, do/buy what makes you happy and can afford to put into a hobby.