I collect all sorts of cards - it all started when my Grandad saved a load of cigarette cards when he was on active service in WW2 and then gave me a massive cardboard box with them in when I was about 6. I still have them all and I've added to them over the years. The only cards I have ever lost that I regret were some early 1970s Football Cards that my Mum chucked out when I was at University (they are pretty valuable now).
My cards are all over the house, in the garage and a few sets are in a deposit box in the bank because they are worth quite a lot of money. I will have to be more selective from now on because I am running out of space and I'm not sure the next generation of my family will want them.
I did get rid of most of the Baseball Cards that I collected when I lived in the US and Canada. At the beginning of each season you could purchase (at a very reasonable price) a whole set of the various companies that produce them.
Fortunately I think I'll only be going for 3 or 4 collections this year as well as Panini's new EFL sets when they come out. That will save a bit of space.
But I will have to do some "pruning" soon, maybe sell some stuff on ebay.