When I started my Canadian collection (the goal to fill every space in the album) I also started at about the 1940-1950 era and worked up. I filled the album by buying year sets from dealers until about 2001, where I started buying the annual sets from
Canada Post. For stuff below 1940, I would look for deals of complete series in VF or VFNH and buy them outright. I figured it was cheaper to get the inexpensive sets this way than to try to find each one individually. I am down to the last three pages in my album and find now that I have to buy stamps individually, which gets expensive. Still, I have 5 volumes filled with only about 26 more stamps to go (55 if I replace my used ones) and I complete the goal.
As for your question, I don't know of any US dealers that sell year sets but I imagine that there would be lots more available than in Canada. I picked up a three-volume hingeless Davo US album with the second and third volumes virtually complete with mint stamps and it only cost ~$300 in total, which would have been about what the albums themselves would have cost. I got it off
ebay so keep on looking for items like this.