To start, it is always best to collect what you like. I know this seems obvious but sometimes you get caught in chase (like the thrill of actually finding Waldo on the page) and forget that one of the main reasons you started was to hopefully have a collection that you can enjoy and like wearing! I have been a victim to purchasing pieces that I wasn't crazy about. I either thought that they would have a great resale value or simply purchased because of a designer name. Now those pieces sit in my jewelry box and get passed over each time I'm accessorizing. Such a waste of an investment! Collecting is not as enjoyable if you don't like what you're acquiring.
Look for a name or stamp. Vintage pieces tend to have better resale value when you're looking to sell (if you get tired of your collection and are looking off load some pieces for cash… please contact me first, I'm interested). Some designers hold more weight than others. My favorites are Kenneth Jay Lane, Ciner, Weiss, and Eisenberg. Also, keep in mind that some designers have made different variations of their brand for different markets. For instance, Kenneth Jay Lane's vintage pieces are much more valuable than Kenneth Jay Lane for Avon (a line he put out for the perfume giant starting in the 1970's which was more mass produced). However, not every piece is signed or needs to be signed. Some Ciner pieces are unsigned which makes buyers hesitant. This is a good opportunity to get a good price if you know what you're looking for and sure of its authenticity. Just keep a look out.
Check the quality and condition of the piece. I have had to really resist purchasing jewelry that has one rhinestone missing. This condition greatly devalues the piece and it is very hard to find rhinestones to match to repair the piece. Make it simple on yourself and save for pieces that are in excellent/mint condition.
Finally, be open minded. Don't get stuck purchasing one type of item over and over again. Broaden your spectrum and have fun with it!