What should I start out with to get the best experience? After I got the start set and learned the rules, I mean.

Avoid being devoured .

Every expansion adds something interesting and fun so I wouldn't avoid getting any of them. But the big box expansions add the most. I would suggest you get Dunwich, Kingsport, and Innmouth Horrors, in that order. And make sure you get Lurker at the Threshold from the small box expansions. The other small box expansions can be saved til later, but I still recommend them, especially since Miskatonic Horror adds to them ALL, and I highly recommend it. But I would save MH til last. Without the other expansions, you'll have many components you would be unable to use.

Man, except for ( maybe ) Dunwich first and Miskatonic last, I'd give roughly the opposite advice.

Lurker's a kick and all, but I wouldn't mess with it until you've got all the existing mechanics down so well that you're bored with (and able to consistently win against) them. The same is true of Innsmouth, and, except insofar as (cough) it's not especially difficult or fun, Kingsport.

Whereas if you're not yet particularly looking for a lot of new rules, the early small boxes make for a sensible incremental addition. Get them if you mainly want some nicely thematic encounters, mythos cards, and items. (Personally I like King in Yellow more than Dark Pharaoh, but go with whichever flavor appeals to you more.) On the other hand, get Dunwich if you want more AOs and Investigators (and don't mind a slight bump in diffficulty).

edit: also there's nothing I'd say you should avoid , but if you're not a completist, there isn't a whole lot you'd be missing out on by not getting Black Goat, for example. For that matter, the only thing I'd describe as a must-have is Innsmouth (with the paradoxical caveat that it's not worth getting until you have a few other expansions). That's why, like Musha, I've formulated the above advice not in terms of "which expansions are good or bad," but rather as "how well do each of them complement the base set and each other."

Kingsport's the least popular board expansion.

Black Goat's probably the worst expansion all in all.

Miskatonic's not worth it unless you have at least a few expansions already.

That said, they're all worth getting. But if you're on a limited budget, get Dunwich and any of the other small-boxes. Dark Pharaoh and King in Yellow are particularly good.