There are so many chips out there along with a large and constant flow of new ones all the time. I think, or at list in my case, you need to first define what you want to collect or you will have to be a real wealhty person to afford it. Do you want to collect chips that are mementos of your experiences? Places you have been? Do you have a specific interest like Cars, Rock Groups, Pop Culture.... There are certain places, like Hard Rock, and Palms that could be entire collections of their own. Some people collect chips from old illegal card houses, speakeasys and clubs from around the country. Some only collect Las Vegas and there are others that collect just Riverboats and even others who like to collect chips from cruise ships.
Without going much longer here, I started by picking up chips and tokens from those places that I would go to when on Vacation in Las Vegas. I then branched out into some Limited Editions that I would buy from dealers and off eBay. Those started to get so numerous that I couldn't get them all and some were so limited in editions that the prices were more than I could spend. So, I have, mostly, gone back to collecting what I can when I am on vacation. Picking up chips from tables or a token or two from the slots.
If you don't have a specialty that you want to get to or if you want just a wide variety you could, as you mentioned, pick up a bunch of chips from places you go. Play and win them if you can or just buy them from the cage. Pick up as many traders as you can. Then get involved in some of the Shotguns and Round Robins etc that go on here. Those are ways where you send chips to others and they send chips back to you. I have thought of doing that myself but haven't built up much of a stock of such chips to send around yet. Those trading activities seem to be a great way to get a nice collection going. If you get something you don't really like just pass it on to the next guy in the next shotgun. I have never gotten into these things but I am sure, If you would like, there are plenty of people here that can help you. You might also try searching the archives for some information.
Good Luck and whatever you decide to collect, collect what you like and what you have fun collecting. Not all chips will appreciate in value but if they have a sentimental value or if they carry a personal like and appreciation, like some works of art, than whatever happens to their value you should still be happy owning them.
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