Everyone collects differently, so there's no "right" way to go about it. As a suggestion, just look over the sites listed above, from top to bottom, and pick out a few of your favorite movies that are in your price range. You might get hooked on certain genres or certain distributors, and that's great! The best part about collecting physical media is actually watching the movies you buy and digging into all the special features. You can spend a lot of time with just one movie, so start small, and branch out as your budget allows. One recommendation is to not get too caught up in the details of collecting. Worrying or getting upset about slipcovers, or missed release dates, or the minutiae of the technical aspects of Blu-rays can sap the fun out of watching movies. Buy what you like, and enjoy your collection. That's really all there is to it.