Martin, since you mentioned Baltics, I would strongly recommend classic Lithuania. It is a very exciting area. Basic stamp prices are low, many varieties, local issues, overprints, provisional cancels, TPO, etc. Most importantly, active local collector communities exist in many countries (including one in NL), excellent online resources (catalogs, articles, forgeries, postmark id databases, etc.). Good place to start is
http://lithuanianphilately.com/Send me email with your address and will mail you a small packet of classic Lithuania stamps as an incentive to get you started.
