Hello there,
There are no rules for collections and no set method on how you must acquire your collection. A collection should reflect your interest and will be built in any manner you think appropriate. You make your own rules.
What you collect will probably dictate how you go about getting things for your collection. I know some collectors who think you should not buy anything in your collection. You must find it all. Of course, for most collections that is not practical. I know other collectors who have not built their collection an item at a time. Instead they bought someone else's collection and are just holding that.
Shopping on eBay is a convenient manner of acquiring pieces for a collection. It is like the world's largest flea market. Millions of sellers. Millions of items for sale. So you need to remember that eBay is not a seller. It is a market where sellers can go to sell their items. When you shop on eBay, you may be dealing with many different sellers and not just buying at a single store. I really think of eBay as a big flea market. Would you have a problem buying several items for your collection at the same flea market, but from different sellers there? If not, then I do not see a problem with buying on eBay.
I do see what you mean by the adventure. Much of the fun of collecting is the hunt for the item. I can recall how I hunted for years for a particular item and finally found it by chance at some out of the way shop in a town I just happened to pass through. Even if you do get items from eBay, that does not mean you can no longer hunt for items elsewhere. Yes, on this point, I tend to agree with you. The thrill of the hunt is sometimes what makes an item in your collection special.
However is eBay is a handy way to find items you cannot find elsewhere. Various members of my family have collections that they have had for many years. They were to the point where they seldom found anything to add to their collections. They no longer could find items they did not already have. But with eBay, we have been able to find items they had been unsuccessfully searching for in shops, auctions, flea markets and yard sales for several years.
Also, not everyone is able to spend their weekends driving all over the countryside searching for new shops for items for their collection. With the cost of driving these days, spending every weekend for months looking for items for your collection may be just to costly to do. Many collectors have to work on a tight budget and the cost of driving eats up money that they could otherwise spend on items for their collection.
The point is that it is your collection. You decide how you want to go about building it. As long as you have fun nothing else matters how you do your collecting.
Later,