You may also want to note that some government agencies (DEA, BATFE) keep track of people who buy certain things, like red phosphorous, which is used somehow in drug manufacture.
Yup. But if you are doing nothing illegal then you have nothing to worry about. If the DEA wants, they can come to my house and look at everything I've got. Nothing will get me in any type of trouble. (Now if this were quite a few years ago, then yeah, it wouldn't be such a good thing to have the DEA around.
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Back in the Vietnam War the Viet-Cong were known to have used white phosphorus grenades. They are basically just a normal explosive grenade, but they are filled with white phosphorus so it will rain fire on anything it touches. If this got on your skin, you'd have to immediately get under water and physically cut the flesh away that was touched by the phosphorus. The stuff is unimaginably horrific, and getting some on your flesh is not too great of an idea. That is why mine is heavily sealed and will never, ever, ever be opened.
As for the expense of collecting elements, well, that's just something that has to be dealt with.
The one thing you can be happy about is that you don't have to worry about more elements being discovered for you to collect. If your goal is to collect all stable elements, then you will have a stopping point you can reach and say that your collection is "complete." (Even if you collect some of the radioactive ones, the great majority of them have half-lives so vanishingly small that there's no way to collect them anyhow). With an element collection the only thing you have to fight is your cravings for higher quality, and higher mass samples. I'm constantly looking to upgrade samples I have and either trade away the older samples, or sell them back on E-Bay. I would still like to get better/more samples of osmium, iridium, europium, strontium and cobalt for example, but I need to wait until the time and price are right.