Onebyone has the best idea - buy them as you need them, depending on the quilt you are making. I started with some curved ones too. The Apple Core and the Double Wedding Ring were so totally easy to cut. I like making quilts with 2.5 squares so I go the dies that cuts 9 at once. And the double 5 inch die because I like to make patchwork quilts. I also bought the 1.5 in. and 2.5 in. strip dies.
Now I am super into the machine embroidery and love using the dies that go with the embroider . Luckily they have a wish list section so I just put items I want in there and when they have sales and/or free shipping I pick something out.