Just go out and start riding stuff. I would probably go and buy a nice vintage frame and toss some really nice components on it. I recently picked up a mid 80's Ciocc frame/fork that's getting restored. The top tube cable guides were damaged so I unbrazed them installed new cable guides and the paint was unoriginal and pretty trashed. Now it's at the powdercoater getting stripped and sprayed with a nice candy metallic red paint job and decals on their way also. I'll have a total of about 500 into the frame and fork once it's ready to be built up. Plus finding a handbuilt frame with nice quality tubing nowadays would run me double or triple of what I've got into this one.

We could argue forever about what's better, lighter, faster or rides better but it's really a matter of getting some seat time on lots of brands and models. I normally stay away from the big names...Trek, Giant, Specialized, etc directly off the bat. I just like the smaller companies and having stuff not everyone else has.