I found my favourites (Macau and Brazil) by falling for their individual characteristics. At first, though, I started with Mexicans....not just because they were inexpensive, but because I liked the looks of them. I got a few, but didn't feel that *zing* that Nirvana collectors describe feeling when they get a new pony, so I began to search elsewhere. I'd always loved Macau Jenny, so I snagged her, and just really enjoyed how she felt in my hand as well as her incredibly thick mane and adorable thinner tail. They are the only set I'm trying to complete, as I'm not a completest normally. I also got some of the Italians that I liked the looks of...Surprise, Gusty, Bowtie....simple ones, but they're very beautiful and extremely white, and I like the painted symbols as opposed to the US version's sparkly ones.
Then one day I traded for a good condition Brazil Cotton Candy and received a Brazil Sprinkles who really needed some help as an extra. Brazils are like the runts of the pony litters...they're about 1/3 smaller than other releases (take a look at my profile pic...the little bald Bubbles is a Brazil) and I just fell for their vibrant colors and teeny size. I now have a few ponies coming in the mail and have decided that Brazil will be my niche....adding the occasional freak TE pony and others that I like the looks of.
Trading may be a good place for you to start. If you have some regular release ponies, some people will trade a few of those for a Nirvana, depending. Then you`re just paying shipping, essentially, and can base your decision on what you like without having to spend a fortune on ``tester`` ponies