The Great Interconnectivity

I signed up here not to long ago because I had developed questions about the whole 9/11 issue.
I have since found much information that answered few questions, but raised many more.

I also became aware of the "Great Interconnectivity" of the conspiracies.
In researching 9/11 I was led from the elected gvt. to the non-elected gvt. (i.e. Trilateral Commission, CFR, etc.) to Illuminati/secret societies led to NWO. This led to the alien thing, which led to multi-dimensional beings led to spiritualaity/psychic ability led to paranormal activity led to.......

You can see what I'm getting at here. One theory leads to the next, and so on, until the researcher is buried in a morass of often contradictory theories from which one could spend years trying to extricate oneself.

What I'm wondering is: Where do you draw the line?
Is your research limited by fields of interest?
Is it limited to fields of personal experience?
Is it limited by your own personal sense of reason?

I'm still trying to figure out where, personally, to draw that line, and I was curious as to where others might have drawn it, and why there.

I'd be interested to know.

I wasn't sure where to post this, but this looks like the right place, to me.

Thanks.