John- let me offer a contrary view- collecting for its own sake is fine, but if it is the music you are after, not everything, by every artist, is worth the trouble. And, to the extent you are tracking down older stuff on vinyl, it can get expensive in some instances; money often better spent on the more musically worthwhile. At one point, i had ambitions of owning all the original Vertigo Swirls; frankly, though the 'concept' (like a complete set of Hummels or Beanie Babies) may have some intrinsic value for its own sake, I decided to be somewhat selective, though I own upwards of 44 of the original UKs and another dozen of the 'off-prints' (whether non-UK contemporaneous, or odd-ball reissues from South Korea or Japan).
If you really like all the music in a particular artists' catalog, that's one thing- but, except for those artists who recorded a few records and left the mortal coil early, some stuff isn't on par with their best. Perhaps that's a subjective judgement, but you get what I mean. (No diss w/respect to the artists you named- Winwood is someone I've followed for a long, long time; btw, you are aware that his brother is a long time producer of some amazing records too?).
best,
bill hart