Buy as many as you can afford and think they will like. The reviews of the shows and DVD's are some of the best around, you basically can't go wrong.
Finding them in stores and finding them cheap can be quite tricky however.
The absolute cheapest way to buy them is actually signing up as a new member through Columbia House. CH carries almost every Cirque DVD and you can choose them as enrollment selecitons. Normally you don't save that much vs. other stores, but Cirque DVD's are priced so high, CH becomes a good deal.
Also try deepdiscountdvd.com