My only issue with huge runs is the space that it eats up. My physical collection is very modest in size compared to everyone else's (one long box and about 10 short boxes). Even then, I still catch a lot of flak from the wife.
As blasphemous as it sounds, I went digital with my full Batman and Detective Comics run. All the way up to the end before the New 52 took over. For the New 52, I stick with the trades. Same for my Savage Sword of Conan run. You don't get that nice paper smell, but it's very convenient and allows you access to 75 years' worth of stories.