I would imagine with a band like sonic youth it's just about impossible to collect everything; there's too much going on with side projects and little projects that no one ever hears about, and have like 200 copies available worldwide.
I would love to own everything but I know that I never will, so I mostly just stick to collecting the actual 'sonic youth'/syr stuff, and go easy on the solo stuff (besides the 'big' solo stuff, such as Psychic Hearts/Trees, some Lee stuff and Free Kitten, etc.)
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