I'm doing the same thing, total Marvel MCU nerd.
I try and get something iconic from each character like you're saying. So for Coulson I have his ID and Badge, Starlord I'm seeking his helmet and blasters, Hawkeye his bow, etc. It's super easy to buy every little thing but I know I can quickly become in debt with a room full of misc stuff that I can't display well so I do my best to keep it strategic so to speak in what I buy.
There are some awesome lists in here, great stuff!