grace_notes, not sure where you live, but I think I picked up the box sets 3 & 4 from Heffer's (in Cambridge) for 10GBP a piece. I know they had 1 & 2 too, but I don't know what price they were (I had them already).
But the Collection 1 is a fantastic starting point. Most of the 8 are great, and the Bach disc is pretty unbelievably awesome.