The other major hurdle is budget. Everyone's on one so try and stick with it. Your budget may allow you to pick up a dress worn by Marilyn in "Some Like it Hot" for around $100,000 or you may want to select only items that cost under $10. There are literally hundreds of thousands of items available and your collection will never be complete.
OK, number one thing to consider. Condition, condition, condition. If you are buying a piece only to fill in till you can find a better one, good, no problem. But if you have your choice between a 5 and an 8, always try and go for the 8 even if it costs a lot more money. When you go to sell your item (I know, you never will) you will get much, much more for it. Example; Bobby Orr rookie card. You can buy a 2 or 3 graded card for between $500-$1000. There is currently one on Ebay rated 10, mint gem. $250,000. I know, a lot for a card but it proves my point on buying the best possible example you can afford. Especially true for old furniture, unfinished, unrestored, and unrepaired examples can bring 10 and 20 times the price of the redone cousin.