Well, it's personal preference of course, but I went for the easy parts first, which means 'family I can get census data for'. That basically means the 19th and early 20th century. So I went up each line until about 1800 and then started to go back down again, adding more siblings and cousins. Given how many children they all had then, it's going to take me a while!
Doing it that way had the nice effect that my 'ancestors' chart on the family tree page looks nice and full (and I got a 'family star' badge for finding enough ggg grandparents), and I didn't have to worry much about the privacy issues with 20th century family.