I just started to play ANR, and have 1 core set. What is the next set I should purchase? I really like Runners, and like the Criminal faction. Any good data pack series I should focus on?

You should get used to running and corping--at any given event no matter how informal you will be playing both. ;-)

Terminal Directive is where I would go next if I were you, (should be out in about a month) followed by the deluxe set Honor & Profit if you like Crim. The most recent chapter pack cycle has been very good for criminal, with an excellent console, economy resource, and tag protection options.

Any point to getting a 2nd core set?

Depends what you want from the game. Myself and most others will recommend a second as there are enough cards you want to add to your collection. The third set is really only for completionists.

Once upon a time I would have said that a 2nd Core set is a recommended buy, but with the card pool where it's at I think it's less and less necessary--it's still a great value and you'll get a lot of staple cards to build multiple decks with, but you can live without it if you want.

Regardless, don't feel like you have to buy more product than you're comfortable with. Poke around on NetrunnerDB for interesting decks, peruse the card catalog, and playtest anything that looks interesting before you go out and buy it.