Do yourself a favor first of and pick up the most recent copy of Red Book here:
This will give you the actual value of these coins, and from there, with the rest of the information you can get from this book, and others like it, but this one most of all, you can make a more enlightened position. It is the book of choice for all coin collectors.
Proof sets are a great way to get involved but, like I said, get the book and compare the going rate to the purchase rate you are looking at, only then can you determine if you arent getting ripped.
Coins will generally only go up in value, mostly silver, gold and proof sets. The only other time a coin will go up and be of significant value is due to errors, quantities available, etc.
You might want to browse around a few of these places as well:
Numismatica has a great wealth of information