How do you sort the things you want to buy in terms of collectables? I want to be reasonable and budget without giving money to scalpers. At the same time I don't want to forget about what I want to grab because my mind is too occupied on more important and/or urgent things.

I'm not sure to understand what you mean by 'not forget' but have you tried... making lists? That's what I used to do, when I was a (book) collector. I gave up on collecting since then, focusing on a more simple life.

Pretty sure there must be dedicated apps with fancy features to manage that task but a simple spreadsheet will be more than enough, at the very least when you're starting out. No need to spend extra, right? LibreOffice Calc is a free spreadsheet available for Linux, Mac and even Windows.

As far as worrying about missing out, the most important thing, imo, is to make a clear distinction between collecting and accumulating.

Accumulating is piling things up (books , or anything else). It's easy... which means that it's a much higher risk of getting overwhelmed and saturated.
Collecting means adding specific items to a more or less carefully curated collection. Items you will have carefully selected between many others. Which means a lot less frenzy and accumulation. As a rare book collector it could be months, if not years between two acquisitions. Also, collecting, contrary to accumulating, also means a lot more research and documenting work. Which should also help minimize the risk of feeling overwhelmed or of 'forgetting' what it is you're looking for. Back then, I searched for certain books for... years.

None is a 'bad' or worse practice compared to the other, but they're very different and if one wants to try to tame one or the other, it helps to understand what they are and what they are not.