Starting A Walking Liberty Halves Set...what To Start With

I started with what is called the short set (1941-47). In the grades you are looking for you should have no problem finding ones to pick from. Sometimes I have found VF-XF Walking Liberties in 90% bags at coin shows. LCS may also be able to help you out.

Hmm, what is considered to be VF-XF Walking Liberty? What are things to look out for? Should I bring a jewelers loupe?

In most cases the coin will be XF if Liberty's Breast outline is full. I agree the Photograde link is a great place to start.

that coins not cleaned

Walking Liberty halves are a great set to put together. The short set 1941-1947 can be put together fairly inexpensively and I would suggest them first. Then if the interest still is strong you can delve into the early coins that can become expensive if you hold yourself to XF or better. I wish you luck in finding the coins you desire.

I've taken a different approach with walkers. I started out looking for 1916-1929 and the 1938-D, and picked up everything I could find. 10 years ago you could go through melt silver and find G-VG 1919-D's, some of the obverse mintages and lots of the late 1920's coins. Over time, I started to upgrade what I found with store bought coins. You'd be astonished at how hard it is to find a well-struck, uncleaned 1923-S in VF. It sounds easy but it isn't, which is what makes it interesting. I haven't bought a walker in 5 years, but eventually I'll resume the hunt.

Everyone is different.

I personally prefer to fill as many holes as possible first which gives me an instant sense of accomplishment but that's just me.

If you get more satisfaction out of high grade or key date coins and having only 5 coins in your album instead of 20 "circulated" condition coins then by all means go that route.

It is up to the individual collector.

The keys are always the hardest to find, so start with them first.
Along the way, the others will turn up, with far less effort needed to find them.
A decent collection of Walking Liberty halves in EF or better is always a good sight to behold, and the envy of other collectors.

It depends what is your first priority is:
High grade or key dates, but you need lots of spare cash to meet both requirements.

You could make two parralel collections:
A collection of EF or better coins, AND
a collection of key dates in lesser grade.

There comes a problem of how to display them. A collection came look very awkward with a mixture of slabbed and non slabbed coins.

I would go for a consistent collection of non slabbed coins, and I will tell you why:
If you intend to build a significant collection of these, you should become an expert in your field. For this reason, you will learn to trust your own grading ability, and as such, you won't need to rely on the security that slabbing can provide, albeit at greater expense.

For display, I would have them all in capsules for security and handling for close examination. I have seen such a collection of encapsulated coins, set into a velvet lined framed display board, under glass. Looks Fabulous! That would come later on, as your collection approaches what you would consider to be maturity.

Sush a project can take years to complete, and is a labour of love.