I've been collecting Minimates for years. I've got a ton and I build little dioramas and take pictures (nothing I'm willing to show though, out of sheer embarrassment).
I mostly collect the Star Trek and other Sci-Fi minimates (BSG, Terminator, Resident Evil, etc.), but I do have a fair collection of Marvel and DC minimates that numbers into the 50's or 60's. It can get quite addictive, quick!!!
My best advice would be to collect what you have a passion for out of the line. There's so many licenses and properties that Minimates covers, you could drive yourself mad trying to collect them all.
Toys R' Us and Comic shops are your two best places for finding them retail, but eBay and Amazon will be your hot spots. You can find discontinued 2 packs on Amazon pretty cheap. It was where I cleaned house and bought up as many Star Trek minimates as I could for Army Building (did I mention Minimates are fun to get doubles of and start customizing them for certain series **Star Trek For Me**), thus the dioramas...
Just have fun with it dude!