If there is a movie we want to own we'll buy it. We don't always know for sure how many there are going to be so never wait for them. Batman for example. We bought the first one because we liked it. After the second one came out we assumed there would be a third to get more characters in and we were right, but we still bought the second one.
Sometimes individual movies in an overall series suck and we don't want them, so the big boxed sets would be a waste because we'll never watch one of them.
I recently bought season 1 of the Walking Dead and am waiting for the second season to be released and will buy that as well. I suppose I could just wait until the series ends and wait for some huge comprehensive collection to be released but the amount of money you'd drop in one fell swoop would be insane. It's more affordable (although maybe not cheaper in the long run) to buy them in pieces.