You do not have to buy every book out there, especially given that many of them are old and impossible to get without spending hundreds of dollars. ILL (Inter-Library Loan) is an invaluable tool to get your hands on those books. Copy the articles that pertain to you or take photos of them with your phone (there are even "scanner" apps available) and take notes on the parts you do not save.
Make sure you track down the "right" books. Find out what items are considered essential to your area of interest and get your hands on them. Do not, however, limit yourself! Often books will contain an assortment of articles, read those that fall just out of your time frame, or that pertain to nearby cultures. You will never know what connections you will make by reading those (or which actually have information in them that more directly pertains to your research).
If possible, set aside a book fund to buy new things as they come out. It is much easier to afford to buy a book when it first comes out than it is to wait until it goes out of print and find that the prices has tripled. Also, watch bookfinder.com for lower prices on out-of-print must-haves.
Also look to the internet for academic articles that might be obtained for free or for minimal charge. There is a host of information out there on sources like Academia.edu and hitting up a library with Jstor access is also time well-spent.
Further, organize your library. File pages you print out and keep a spread sheet with each article or book and add keywords so that you can use that to cross reference things easily. Even better, explore the free research programs that are offered online. I love Mendeley, but there are many others. I can store all of my PDFs and webpages in one place. I can take notes on them there and everything (the PDFs and the notes both) is searchable! I can type in a few words and call up resources I had already forgotten about. If I pursue a new area that is related to what I am already doing, I will likely already have half of what I need to start.
Even if your interest is just to "make all the things" right now, you might opt to do more heavy research later, and those notes you took while working on your most recent project might serve as the foundation for documentation for a larger undertaking later.