I've got around 3500+ LEGO pieces. Some parts might seem not so valuable, but they can be pricey. Manufacturing LEGO pieces is getting more expensive. People generally like sets, but watch out for fake ones, although they're not that common. Personally, I prefer making other peoples creations (MOCs) because there's a better variety compared to official LEGO sets.
My dream is to build this modular cathedral (
https://rebrickable.com/mocs/MOC-29962/-Felix-/modular-cathedral/#details). However, with 22,000 pieces, it's going to cost a few g's. Also, as more people make these custom sets, it becomes harder to find the pieces for it, making the parts list even more expensive. I've seen it happen with a few custom MOCs I own, like the mechanical heart MOC (the red & gold pieces you see below). It used to be less expensive, but as more people made it, the less available and more expensive it became.
The same goes for the cathedral; if people buy up some of the rarer pieces, you're left with less desirable color choices as substitutes, and the final result might not look as good. Another example is for buildings, sometimes they are used entirely of sea green for example, and sea green pieces are pricey, same with slopes in any color that make up gothic style roofing, which is usually black, expensive.
The upside is that you don't have to buy everything in one place, and sometimes you can find deals. You can spend $300 here, $400 there, and yes, it's going to be costly. This is the kind of thing that needs a large spot in your house where it becomes a centerpiece. If you have the room, ive seen it in person, its really cool like you have an entire miniature city, similar to large elaborate train sets.