I always aim for complete sets but I am an opportunist and I will go whichever way the market leads me. For example, if I only need 10 games for PS1 and have a chance at them, but I walk into a game store and I see a hell of a deal on a pricey Sega Genesis game that I am far from a complete set, I will grab that instead. That kind of mentality has caused me to have a lot of near-sets, but I prefer it personally. I always go for the opportunity as my first priority before completion. I also don't see the point of hitting a complete set on anything newer than 4th or 5th gen systems. There are constantly new titles emerging that nobody knew about. I still laugh about someone who claimed they had a complete DS set and then title after title emerged and said person would start posting WTB threads desperately looking for the game. I guess he didn't have a complete set after all!
And then there's always the "completionist dilemma" which is like being surrounded by a dome that you're inside and it keeps expanding outwards. Take any console, NES for example, and ask yourself what are the ingredients to the NES complete set. Therein lies the dilemma.. what is a complete set? Whatabout unlicensed games? Whatabout PAL games? Whatabout the hint books or strategy guides? Accessories? If you are able to identify what a complete set consists of and stick to that definition, then I say its good for you to aim for. But if you're someone who is constantly evolving and growing your view of things, then this can become a very problematic thing. Will you get every NES game, cart or CIB and will you then say "I have a complete set" or will you then start messing with trying to get every homebrew game or all the mail-in hint booklets that were offered? It's a real issue that many experience. So if you're going to spend years of your life and thousands of dollars on this goal, you need to have an end game in mind, otherwise you'll find yourself in encapsulated in a neverending race.