It's one of the most challenging (and frustrating) sets to acquire. Entire books have been written on that stamp issue alone. Subtle differences between stamps can mean the difference between a 20-cent catalog value and $1000's.
There are perforation varieties, watermarks and subtle image variances, color differences and paper types that are not always evident to the naked eye. The "better" examples typically need expertizing (at least for resale).
Here's a link that helps summarize what to look out for:
http://www.jamesdire.net/W-F.html