My first Rabbit Hole was Vintage Gillettes. My first two razors were a Blue Tip SS and a Slim that I found at an antique store in Albuquerque while on travel for work. Then I discovered how nice they were and how much variety there was out there and I wanted to try to find them all! (still looking)
After that, I discovered these crazy things called GEMs, Ever-Readys, Valets, Wilkinsons, and other GEM type SE razors. I had always overlooked them when hunting DEs, because I didn't really know what they were. When I found a thread on using them, I was on a new chase. And I was happy, because every one I found in the wild was super cheap. That was my second Rabbit Hole. That sort of led itself to rabbit hole #2.5, which was Schick Injectors.
My third Rabbit Hole was Shavettes, mainly vintage and especially of the Weck variety.
After that I pretty much had the majority of the shaving hardware that I wanted. I dabbled in a few other things like regular straights, but that never became an obsession.
Then, I started to expand my Soap collection and that became Rabbit Hole # 4.
Then I discovered Aftershaves...... Oh Boy! This is where it's at. Rabbit Hole #5, and we saved the best for last! This is my ultimate and still my favorite Rabbit Hole.