Choosing one brand is like a loosened version of wearing a uniform. Sure there's more variety out there when you consider everything available, but that takes a lot of time and effort. If you don't want to slog through all of that, limiting your options allow you to focus on what you know best and gives you more control over your styling. Plus, less money wasted experimenting.
Of course if you want to be king of the thumbs you'll probably have to diversify and really master how to combine difference pieces from many brands but kings are a rare species.
Plus it seems like Margiela is having a resurgence (or just bringing back all the good stuff from the good old days) so it's a good time to be a fan.
I kept a database of online retailers and what brands they carried for a while but now I like all these stupid brands that don't even allow pictures online. Argh.
P.S. @RegisDB9 gotta update those bookmarks - Martin is no more