Zelda isn't actually THAT difficult -- nowhere as bad as AC. There's a lot of merchandise sure, but the series has been around since the 1980's - if you're just getting on the train now you've got over 30+years of merchandise to look out for. The tough thing about Zelda is finding all the promo items -- even the best Zelda sites out there never capture all of the promo items, you've got to be a member of 3 or 4 different sites just to catch them. Another difficulty with these is that in the past decade, the series has REALLY taken off for limited collectibles and all the resellers out there know it so its basically "Zelda = $$$$". So there's no big window of getting the merchandise -- you've either got the $/time/opportunity NOW or you wait around, and pay big $'s on fleabay later for it (IF you can snag one)...
I think with AC its just that they know its a "merchandise-heavy" franchise -- they can release one game and have 8 different collectors editions, 14 different press/media-type items, 25 new types of clothing, 20 new toys/figures, 2-4 new high-quality statues, various and extensive promo/pre-order merchandise, 30 new art pieces/lithos, new guides/books/comics, and I'm sure there are other things I've missed... but they do that THIS year and then do it all over again for the next. So its not necessarily the price of each item (though some are very expensive) but moreso the volume of items to be collected.
Parts of me wish I was ONLY interested in Zelda merchandise so I wouldn't split my $ on so many other things, but at least for the time being its just my #1 with a few close 2nds
