This thread is now clearly about what your own personal first purchase was.
I got the Unicron.com Beast Machines set when they first came out. The stands for Blackarachnia and Thrust and the Cheetor swords are somewhere in storage even though I know for a fact that I don't have the figures anymore. I got the set just for the Key and I lost that when I moved.
(Seriously, does anyone have one they're willing to part with? The metal Key made for Beast Machines, not the plastic one made to go with Vector Sigma from Botcon '07.)
The first thing I got in the modern era of 3rd party companies (not just a couple of guys working out of a garage) would be the FP Cliff set. Thousands of dollars later...
I mean, how else are you supposed to get a complete cast of the Movie let alone first out the rest of the gaps in the lineup?