In my case, I was into CAVE long before I was into Touhou. However, when I started playing CAVE stuff, I was pretty horrible, so I was kind of discouraged, even if it didn't stop me from wanting to play Mushihimesama, the game that sparked my interest to begin with. Along the way, I had discovered Touhou from a friend and it just clicked with me, and kept my attention afterward, so I grew addicted to the series. Now I'm more or less Touhou'd out for a while, and I'm really into arcade shmups now, MAME and such. Once I'm sick of those, I'll probably come back to Touhou again, and so on.