Sorry about forgetting to answer... I'm a coin shop/show type of guy with a monthly budget of about $100
Sorry, Once upon a time, people thought these would be the new collectibles that would rocket in value...
One-a-year Morgan set, a Dansco 7070, small cents 1857-1958 (or whatever fits in an undated Dansco cent album), lots of possibilities.
Doug said it best. YOU define what a set is. Don't think you have to complete some arbitrary grouping of coins that you don't really enjoy. There's a lot of disagreement on what constitutes a set anyway. Start broadly and cheaply and eventually you'll find yourself gravitating to something you want to explore in more detail (better grades, more dates, whatever). Make the set or sets that you enjoy. I have a US type set of only the types I like for example, but also date/mm sets and a variety set. For world I have type sets, date sets, sets of PL coins from a specific period, thematic sets, etc. There's no wrong way to make a set except if it contains coins you don't enjoy.
I like this one. Education does many things, lets you know what is available, makes coins more interesting, what to look for, etc. I remember buying a group lot of byzantines because I recognized an ostrogothic coin in the group. Learn about coins, educate yourself, and then buy what makes you happy to own.
You just need to consider what interests you, what your budget is, and what your endgame is. Do you intend to maybe sell your set/collection after a certain timeframe? Is your collecting goal attainable? Are you realistically able to get all those Carson cities, or a 77' and 09'S? And are you in it as a hobby or as an investor?
If you like "everything" then maybe for right now you should concentrate on collecting by type. That allows you to collect "everything". You can start with 21st century, then 20th, then 19th etc That starts you off cheap, gets more expensive and as you income improves you can either move further back or work on improving the coins you already have. The 7070 dansco set isn't that difficult if you don't mind the grade, doable for the most part without mortgaging your soul in XF. You can also expand this idea of type collection into world coins as well. You can build a collection that contains thousands of coins with no two alike. Then as mention there are ancients where there are once again thousands of different types.