Collecting Tolkien books by using wantlists
There are a few places where you can post want lists more or less permanently.
They can be scanned by booksellers, other collectors, or anyone passing
by. It's not really the most efficient method, but you never know, and
it doesn't cost anything.
Abebooks has a very nice wanted section where you can exactly say what you would
like to have (be precise about title, edition, price you want to pay for
it) and once in a while you will get mail when a book matches you wants
Ebay has a similar system, but it will be sending a lot of emails out. Also it is not so handy, because the mails are based on the ebay search system (you get a lot of items in a list, but most of them are not of interest to you).