The way thing used to be before the recent engineering material "re-balance":
I never bothered with chasing down HGE's after I missed the first few I tried many years, and a few thousand hours of play time, ago.
I collected materials haphazardly sometimes grabbing them, other times not.

I engineered ships/modules/etc as far as I could without having to chase down materials. Though I would usually stop in at a Mat. Trader to get the most out of what I already had.
The way things are now after the recent engineering material "re-balance":
I see HGE in 20% to 30% of systems I travel through (ED Copilot announces them). Sometimes I'll stop and fill up, other times, much more often, I just keep going.
Recently:
The way thing are now after the release of PP2.0:
I visit the Mat. Traders more regularly and balance the amount of materials in each grade to about the same numbers across the board. So, when I receive new materials (stopping to pick them up, Laser Mining, HGE, scanning ships/wakes, mission rewards, PP Mini-Care Packages, etc...) I have room for them, nothing is full.
Eventually I'll have to change this strategy but it'll work until I get too full. At that time I'll need to look at each grade material and adjust them all near the same percentage of their individual bin sizes rather than simply balancing near a particular number.