If your budget doesn't afford you to get all of the unicorn bottles out there, or your eyes glaze over in your hunts,
Go with distilleries you know: If you know you've had some Heaven Hill products that you liked, you may feel a little better about paying higher dollars for some of their more rare releases like William Heavenhill or Old Fitzgerald when you come across them
Go with mash bills you know: Say you're looking for Pappy Van Winkle or Blanton's. Buffalo Trace Distillery has other products that have the same mash bill. You may come across a nice Weller pick for that Pappy, or an old Ancient Age or Hancock that has the same mash bill as the Blanton's.
Keep in mind the proof: A cask strength/barrel proof product will likely cost more than its 80- or 90-proof version, but you get more flavor and more bang for your buck. You're going to pay for that proof if that rare bottle is released that way. But it may have a lower ABV version that is easier to come by and easier on your pocket.
Just a few tips to help you mind your dollars.