No it's not too late, but if I was starting out now I would do the same thing I did originally, buy figures in lots (unless you're a MIMP collector). I got really lucky when I started but I still see lots available though now they're usually the doubles and multi re-releases like Rhino for example.
The only problem would probably be the C3 sets especially the mini javelin but even that's not really expensive, but I also collect kubricks that probably skews my interpretation of what is 'expensive''