I think that's what happens to a lot of collectors EZ. They start out with a small focus area, but it winds up branching out - sometimes right away, and sometimes once they've accomplished their original (smaller) collecting goals. I think this is a pretty frequent occurence in the Star Wars realm especially... Lots of people seem to turn into avid completists, whether that's what they originally intended to do or not...
As for the vintage line, I think that most of the figures can be had for pretty cheap if you're going loose. The last subline of POTF figures will definitely get a little more pricey though, since they're much tougher to come by. But you can probably knock off the first 80 or so figures with not too much damage to the wallet. Best bet might be to find some vintage figure lots on eBay, where you can find a nice chunk of them all at once. Just be patient, and you should be able to work some pretty good deals on them.
As for the other vintage items, like the ships, playsets and such... Since almost ALL of the vintage ships have been rehashed in the modern line, with much better paint jobs and other things, I'd probably just get those. The vintage ships can still be pretty pricey if they come with their original box and in good shape. Go modern there, I'd suggest.
But the playsets are a whole different ballgame. Some of those vintage playsets were pretty cool, and none of them were ever released in the modern era. The Death Star obviously tops that list - greatest playset ever. I'd probably go ahead and polish off the figures first and then see how you feel about the vintage genre, and then maybe look into expanding into the playsets and such. They can definitely be a little more on the pricey side though...
I actually kept all my vintage toys from my childhood (all in MINT condition too), so I started off in pretty good shape when I delved back into the vintage collecting. Had to tackle picking up the entire POTF line though, of which I'm only missing the illustrious Yak Face now. Pricey bunch those last 16 or 17 were! I also started picking up some of the vehicles and playsets I missed as a kid - again pretty pricey. But then when the modern line came out back in '95, I put most of my vintage collecting on hold for the most part - especially since all the ships were getting redone even nicer in the modern line. I'd still like to go back and pick up the last few remaining vintage items I'm missing, but just haven't really wanted to shell out the cash for them yet. Some day soon though hopefully...
Good luck with your collection though EZ! Keep us posted on the various directions your vintage collecting takes you!