I tend to only have the budget to buy books in a series one at a time, unless there's a special on a boxed set. Sometimes I buy the first book when it comes out then end up getting the boxed set later because it's cheaper and wind up with duplicates. #Firstworldproblems.
I think the last series I bought was Fifty Shades of Grey (2013). I bought the first one to give it a go, from Coles for $10. After reading it I got hooked!! Then bought the second and third in one go!
I discovered the clan of the cave bear series by scouring the second hand shop. I had heard the Clan of The Cave Bear was a good read, so got it. ONLY to discover it was part of an UNFINISHED (at the time) series. So began the search at second hand markets and shops for the next ones. When the last two in the series were finally written I splashed out and got them new, simply to complete the series. The set does not match, but they are all there, the ones I got new are disappointing (given the LONG wait), but the first 4 I have reread several times.
I did the same with Harry Potter, started collecting the books at second hand shops, then new when I had caught up.
For LoTR I waited for the boxed set of the movies, and have a boxed set of the books, as well as an all in one book. But that was completed well before I ventured into Middle Earth.