If you are only interested in Khador, I would recommend starting with just the battlebox unless you think that you can find somebody that you could sell the Menoth half of the two player starter set to. It's a lower lump sum which means that it is less pressure when starting out. Additionally, while there are very few truly bad units in Warmachine and Hordes, the Man'O'War Shock Troopers (the extra infantry unit that is included in the 2 player starter set but not the battlebox) are an extremely niche unit that only work well with a small number of warcasters and other units. So typically speaking, they are something that you would rather pick up at a later time if you find yourself wanting them, rather than spend the money on them right off the bat if you might not end up using them regularly.
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