You collect brass at the range... for calibers of guns you don't own yet... to reload... on the reloading set you don't own yet.
Transcript from GOA (Gun Owners Anonymous) meeting, date unknown:
Hi everybody, my name's Pave, and I'm a gun nut. It all started off so innocently, in the meadow behind my parents house, with my Dads' (formerly my Grandfathers) Remington .22. I see now that it was merely the gateway gun, leading to a slow but inexorable decline to the harder stuff: .223, .270, .308, .30-06, .416.... Then I got turned on to pistols. More .22, .38 Special, .45 Acp, .44 Special and Magnum. It always started small, then the addiction dragged me into the clutches of more and more potent substances. I... I... (sob)... I even got into... to... oh gawd... shotguns. The power was so overwhelming. The rush... Shudder.
But the crisis came when I started with that evil, devil's playground of black powder. The measuring, the patches, the bullet molds.... The intervention came later, after I tried to set up a target match with historical characters. I didn't know I was that close to breakdown. As they dragged me to the rehab house, I was muttering something about the ballistics data for the Constitution. I was gone, man, gone.