Places to purchase
Many, many Greek stamps, especially the older ones, have a Scott value of less than 75 cents even for MNH quality. You can build a collection without going broke.First of all, if you are in Athens, don't bother with the flea market stands near Monistraki - they are selling stamps for 3-4 times the Scott catalog value.
The Greek Stamp Store is a good U.S. source.
There are many stamps for sale on Ebay. I have purchased with good results from a number of vendors including tolis13tolis13, stefkawa, achilles_z, nordstar23 and dinel44. And since some of them ship from Greece, you can get some contemporary Greek stamps that way as well.
You can obtain album pages from Richard Simpson who prints them off custom on quality paper - order what specific dates you need.
Do remember that if you want all stamps pertaining to Greece that they are found in at least 7 different places in Scott including Greece, of course, but also, Thrace, Corfu, Crete, and 'offices abroad' for France, Italy and Russia, among other places.
Resources for study
The Scott catalog is the usual starting place, and is necessary but incomplete. It doesn't include pictures of every stamp and will be confusing concerning all the stamps from various occupied, liberated, and temporary governed areas. Supplement your knowledge with one of the following.
The Karamitsos catalog is in three volumes. It has photos of every stamp and a brief description of it along with dates of sale and production numbers. It's fun browsing. It's my first 'go to' catalog when I need to look something up.
The Hermes catalog has less English and is organized a bit differently, but also seems to include some stamps the other catalogs don't. If you are really into the occupation and territories issues you probably could benefit by this one.
Vlastos is a catalog of similar format to Karamitsos. It is produced both in a pocket size and a full format. Due to the economic crisis it appears that only the pocket size is being updated now.