Pretty broad topic...It really depends on what you want out of your collection. If it is a collection that you would like to hold on to for years and improve upon, I would get some inexpensive cardboard folders and start filling in holes. You can always upgrade when your collection as your budget grows. Completing a
Jefferson nickel collection is probably the easiest to find in circulation. Lincoln Memorial cents are also fairly easy to complete roll hunting. Wheaties are still readily available in rolls, but you are going to get mostly common dates and mints.
I guess to answer your question on which coins to look for a reliable indicator can most always be the number of coins the mint produced for circulation for each year and mint...The smaller the total mintage the more valuable the coin (mostly) Supply and Demand. Hope this helps and WELCOME!