I always keep in my deck all the new encounter cards and encounters that will earn me a token. There's still some room left over in the encounter deck, though, which needs to be filled out with encounters I've already beaten at least once.
Which encounters are good to keep around?
Obviously, ones which are purely beneficial, such as the Food Wagon, are good. What I'm mainly interested in are ones that involve some risk, but have a good gain that more than makes up for it. One example I've had a lot of luck with so far would be Deadman's Gorge. You fight one or two monster cards, and get three gain cards. That's a pretty good trade.