I seem to share the 4811 Defense Archer as the single most purchased Castle set with a few other folks here. I have always tended to buy hte polybag/impluse set in largish quantities, I likely have 40+ of 4811 alone. Second quantity Honors is likely 1752 Crossbow Boat.
Earlier in my collecting hobby I'd concentrate on getting a broader selection but few duplicates on the larger more expensive sets, multiple set purchases were limited to the cheaper ones. These days I tend towards looking at what makes up the set piece wise (with the exception of Castle of course, working of one of everything) unless I find a great deal then all bets are off
Also PaB has a much more interesting selection these days....
Build? I merely Acquire atm.