The key is to buy what is at a great price, not what you dream of. I dream of owning a nice collection of guns for all occasions, so I'm going to jump on the deals I see, not sit around spending my life looking for a $20,000 28 gauge best gun being offered for $2000. That's just a nonsensical way to spend one's life if you're looking for "Deals".
Exactly, in order to get the best deals, do not go for only a very specific caliber+maker+engraving+options+etc. subset, one at a time. Investigate all manner of firearms, makers, calibers, etc, and keep cash ready to make the jump. Deals are out there, usually because the seller has no idea what they have, or because there is so little interest for truly quality firearms compared to the latest plastic-fantastic.
I must admit it helps enormously to have a soundboard, or a few experts to ask their opinion if you find something that could be deal worthy. Perhaps the low price is trying to blind you from many faults with it. @rookhawk , @Red Leg and a few others have been very helpful in these matters, giving their informed opinion.
Finally, especially on auction, do not get too excited, put out a bid and do not go chasing it unless you really really want it. There will be others. If I were to have the inclination, I could fully replace my current collection of fine rifles with others I have found. But they will not be one-to-one same caliber, maker, etc.
A nice example, is my Dumoulin Centurion in 7x64. I was browsing around online in the used gun sections, came by surprise to it and posted it in the "Good Gun Deals this Week" thread. I did not even know the caliber, nor the model. Just that it looked okayish from the grainy pictures. And the gunstore was only asking 3300 euro. The aforementioned users gave their lofty praise for it and I trusted their judgment.
It turned out to be probably the nicest general purpose stalking rifle one could come across.
(With all respect, even a Dakota looks quite bland next to it.) Easily worth 4 or 5 times as much as what I paid.
Was I looking for a stalking rifle? Or a Dumoulin? Or a bolt-action specifically? Or a 7x64 caliber? No to all accounts. But it looked good enough to investigate. Got it cross-checked by a few others and one hour drive later it was in my hands. A lot of money? yes for sure. But I'll easily sell it for 2-3 times the purchase price. (although I have nicked the wood quite badly on my last safari...).
I scour the web weekly and a few other collector's know my name and when there is something, I'll go and take a look.