I spent ~$1k building an anime collection the last month (nerd alert NYaRRR!) so I'll let you know how I went about it. I was actually going to start an Anime Collection thread here, but I guess I'll work on this one.
1) I'd take a look at these sites and their reviews.
THEM Anime Reviews 4.0 - Review List The Anime Review AAW: 5-star Reviews
Google anime reviews for more sites.
2) Start with the 5 stars, and work your way down. Cross reference reviews (anime geeks have different tastes, a 5 star at one site might be a 2 at the other.) Visit
TV Links to view an episode or two (click the Anime button.) Most are on there, but there might be some dead links. I tend to pick episodes in the middle, as some anime series start strong and shit the bed halfway through, and the ideal anime series echoes it's awesomeness in every episode.
3) Don't automatically rule out an Anime because the theme may not be what you originally are looking for. Anime like Azumanga Daioh, which is about high school girl drama, will be more entertaining then most anime gorefests.
3) If the reviews are good, and you like what's going on in the episode or two you watched, you can try Blockbuster first. Blockbuster Total Access is well worth the $18/month. Most tame anime can be rented through the website, SOME can also be found in stores. You can rent them disc at a time.
4) If you can't rent it, for whatever reason, go to Amazon or BN. Get the whole series if possible. Episode volumes aren't the way to go. They aren't the most cost effective option if you will one day intend to own the entire collection. Ideally you want to get a boxed collection. You'll pay anywhere from $30 to $70 for most 26 episode collections that aren't recent releases. Stellar hits like Cowboy Bebop, or very recent hits like Texnolyze can command well over $150 for the entire set.
Avoid 3rd party sellers that seem to sell for half of what Amazon charges. They are selling imported editions. Most will say they are selling imports (others won't). While they may be authentic imports, you risk shitty quality video and a loss of just about all the extras (including special features, art box, etc.)
These are hit/miss. I ordered Berserk as my first collection and though I was getting a deal. I got a cheap import that had horrid mpeg artifacts and came in a shitty case. I watched the first 5 discs via blockbuster, I really just wanted to see the last disc (Blockbuster won't carry it because it has an 18+ ending.)
On the other hand, I bought the Transformers Collector's box import edition and I have absolutely no problem with it. I got all the extras, the only thing is the DVD menu's are in chinese.
Honestly, I'd rather pay an extra $10-$15 than have my 600 minute experience ruined by an import.
In addition, if you order via Amazon, you'll get a 30 day post order guarantee, which means if you see the collection cheaper, they'll refund it for you
provided you email them I've already gotten $25 back from price changes, as Anime goes on sale alot.