Amidon used to offer an experimenter's assortment that was a good starting point. 1/4"-3/4" ID should cover the majority of your high-frequency, low-power RF needs. If you want to build (for example) a balun for higher power you'll need to order a larger (2+ " ID) core but I wouldn't go out of my way to keep such a component in "stock".
The link shown here
http://www.palomar-engineers.com/Fer...ite_cores.html
gives a good rundown of mix vs frequency characteristics. Buy those cores useful to you at the frequency ranges which you are commonly utilizing in your projects.
"Everyone wants to be an AM Gangsta until it's time to start doing AM Gangsta shit."