What order are the expansion recommended to be bought? Which expansions is best when bought with another expansion, and which?

I'd say you want Epic first. After that, I'd go for Call to Arms. Then you can pick and choose from the others as you feel like it. Here's the thing : When you buy one of the expansions with miniatures, you also get a few new scenarios using those miniatures and the base set. But you never get scenarios that tie in the various expansions into the same battle. So you end up really only using one miniature expansion per game. With Call to Arms, you get two things. One is the ability to create your own balanced scenarios very quickly. Not a big deal to me, but it is to some. More important to me, you get Specialist cards and each of the miniature expansions include some more. So with that Specialist deck and the extra cards you'll get here and there, you CAN tie it all in together so that you're using more than one miniature expansion at a time.

I agree with Trump, but will throw in my 2 cents worth. Buy whichever expansion you can get a hold of for a reasonable price since they are mostly out of print at the moment. I recently completed my collection by using ebay, but I can't recommend that route. The only one I was missing was goblin marauders and I ended up spending an embarassing amount on it for a scant few new units.

I am just trying to complete my collection as well. I haven't really played any of the expansions, I spent as much time as I could finding all of the expansions before they went out of print. I am planning on starting with Call to Arms, as per suggested by a friend who plays the game and has all of the expansions. I also can't completely recommend using ebay to complete a set. I just managed to get a hold of the Hundred Years War expansion for... dare I say it.... more money than the base game actually costs. I'm hoping it will be worth it...