As you probably know from collecting Steamboat Willie, it's actually kind of fun to collect a more obscure theme. It certainly helps to limit the amount you're going to spend on it, and it's a neat conversation starter. Stay away from the popular things with a bazillion pins unless, as Turbo-tastic said, you can limit it to a particular character or theme. For example, Jack Skellington on Disneyland rides, or only Randall pins. You could also do something that evolves out from your existing collection, like moving from Steamboat Willie to Plane Crazy or any black-and-white Disney cartoon or character (I know a good number of those came out in the millennium sets). What about another ride that you like? Or an area of a park? Or some obscure thing that might not be your MOST favourite but would make for an interesting collection?
My own collection is painfully obscure: Jules Verne-related pins WITH Disney characters on them. So not JUST 20,000 Leagues Under the Sea or Space Mountain: Mission 2, but those pins with Mickey and Donald on them 🙂 I'm basically done it too, so I've been considering starting a new collection, but I've hummed and hawed over it for months now, and can't settle on Main Street USA, Fantasia, or a handful of the Peter Pan pins I really like (even though Peter Pan isn't one of my MOST favourite Disney movies, I really like some of the pins they've made for it).