It all depends on what your after really. Solo strings is a good start and then depending on whether you want to "grow" into the large Orchestral Sound go to Chamber, then Orchestral I & II and then Appassionata. The App strings are very nice though so you could go straight there if you want a big sound.
As for where to buy I think that, like Apple, the VSL team are pretty good at maintaining a world wide distribution price - I've not come across any "bargain" buys yet.
Finally, you need one VSL key for every machine you want to run the library on. If you have other Steinberg or products that use a Syncrosoft Dongle you can also use that instead of buying a new key. Note also that each library is tied to the licence on a key, you can move the keys but you can't run two machines with the same library at the same time.