Living in Albuquerque there really isn't much to choose from. Mostly because too many people have no idea what they're doing so they hike up the asking price on very low end and big box store bikes. Which in turn causes those that have moderately decent bikes to hike up their prices. There's not many Italian, French, or English bikes and definitely no Spanish or anything eclectic like that, if you think Zeus' are rare.
So my collection has just been whatever I can find with an okay asking price in decent condition. 99% of the time I peruse CL because I don't know if any other sites that can't be found with something like SearchTempest.
I was just looking at the thread asking about if "catalog-correct" was a necessary goal and I think that is definitely a concern for my collection. I think I could consider myself a purist when it comes to catalog correct components and features, apart from consumables.
My vintage collection started with my '76 Superior, which had many components changed and that was very annoying. Then I found a Viscount which was in great condition with original paperwork and brochures which was a really cool find. So that led me to look for more odd brands rather than big names. I still collected Schwinns but I was on the look for lesser known makes that were still considered good bikes by those that actually know bikes. From there I picked up a Univega Viva Sport, a Lambert, another Viscount and some more Schwinns. After I found that I really didn't like low end, 60's and 70's Schwinns I tried finding Panasonic made Schwinn, or any of the higher end 80's Schwinns. Still haven't been able to get my hands on those but from there I researched into Panasonic and happened upon an '83 PT-5000 in great condition.
So I just go for what I can when I can and when space allows it. I plan to make my collection as catalog correct as possible and period correct if I can't find the right components.