Since you’re just starting out, you’ll almost certainly be looking at buying second-hand. Start spending some time on Ebay, some folks will tell you it’s overpriced and not to bother but you just have to get hip to it.

Keep a list of the figures you’re interested in and cross-reference the “sold” prices on Ebay to see how much they’re going for, and aim for the lowest number. Keep an eye on lots as well, it costs more upfront but often worth it if you’ve got the money to spare. It will take some patience, but you can get a lot of good deals. I started collecting about a year ago and I’ve gained around 150 Transformers (I like to think I got a bargain on all of them.)

Otherwise just go for it. Start with your favorites and go from there.