I started with Base + Prosperity together. Some of the threads on BGG made me decide to wait on Intrigue. However, after playing the game a little bit, I wanted to get Intrigue ASAP. Next I obtained Black Market and Envoy. Before I knew it, I had also purchased Seaside.
I attended Origins last year for the first time, and at that time I picked up Cornucopia, Stash and Walled Village. I couldn't wait until Hinterlands came out. (Neither could my wife.) She had me put in a preorder for it. Finally, I picked up Governor after that.
I never purchased Alchemy and don't think that I will, but August can't come soon enough to find out about Dark Ages, and I will definitely have a preorder in for it, too.