Do you have to buy the expansions in order or release? Or can I just buy any random one here and a random one there? Can I move right from the core game onto Road to Legend?

You can get them in any order (including Road to Legend). There's even some debate over the best order to get them.

It's worth noting, however, that WoD, AoD, and ToI will give you stuff that you can use in extended campaigns, while Road to Legend and Sea of Blood are essentially worthless for anything else; thus, you may want to buy the "normal" expansions even if you only intend to play extended campaigns, but not vice versa.

theumph said:

If you principally want to play Road to Legend, I recommend doing exactly that: skip the other expansions for now. The integration is somewhat less than complete. Tomb of Ice in particular interacts barely at all with RtL.

YellowPebble said:

Except for the rather significant balancing effect that Feats have on RtL.