One thing that people seem to be missing is that if they don't like the high costs associated with buying a discontined set from a scalper, they should actually be hoping more people speculated on sets this way, not less. Here's a quick simplified hypothetical: LEGO makes a million billion copies of Super Awesome X-Wing Deluxe. They are available at retail for 1 year and everyone who wants one buys one, including one lonely "scalper", who buys 100 extra sets. Five years later, there are 1,000 new LEGO Star Wars fans who weren't into LEGO when the Super Awesome X-Wing Deluxe was released, and they all decide they want to buy the set. You now have 1,000 people chasing a supply of 100 sets - prices are going to be insane. But what if there were 100 scalpers who each bought 100 sets? Now you have 1,000 people chasing a supply of 10,000 sets - the scalpers are going to have to take what they can get, or keep money tied up in their inventory even longer.
I also don't understand this idea that if you find sets on sale, you should only buy one or two of them, and leave the rest for others. If I am walking down the sidewalk, and I see five $10 bills on the sidewalk, and there is nobody around who obviously could have dropped them, how many should I pick up, and how many should I leave sitting there? Does the answer depend on what I am going to do with the money?