Reading and LEARNING about the history of the coins can be as much fun as simply opening your wallet and buying.
I love collecting/buying Saint Double Eagles, but they aren't cheap and I can't buy one every few weeks...or months....and sometimes years. So I spend lots of time doing lots of researching and reading on threads, forums, books, journals, etc.
Not as much fun as buying, for sure, but it makes getting the next one that much more enjoyable.
For sure, spend time reading forum threads here and elswhere that talk about Roman/foreign coins...and get a book or two that matches your experience level so you can learn the basics (or more advanced stuff, if you already have the basics down pat).