I've bought hundreds off cards off eBay. Buying cards off eBay is the way to go if you're getting into collecting. Buying multiple off the same seller lets you save on shipping, so I've bought 15-20 from the same seller in a whack.
Set what you're looking to pay for in value, for example, what's the most you'd be willing to pay on a $50 Miggy autograph? I usually try to not pay more than 33% of a cards value, so no more than say $17 on the Miggy.
But it also depends on if you think it holds potential to go up (like that awesome Gavin Floyd auto I bought. On the flip side, I bought a group of football unknown rookies that contained a couple Delhomme's back in the day and one now books for $60). Or how much you want it, I got 2 1997 David Ortiz Fleer for $29 (they book at $30 per).
The biggest thing I look for though is value, be it sentimental or future. I look for some guys in Low A before they blow up and become overpriced. I've been looking at some guys in the Sox system lately for future purchase.
If you're going to your local hobby shop to buy packs, pick up the latest beckett and see what's hot. I like Bowman product the most even though I never pull any autos, but some Topps and Upper Deck are good too. Also, I would never pay more than $6 for a pack of anything.