Depends on what you want to play.
To start, you'll want the main
Rulebook. This has the core rules for Saga and you'll be referring to it no matter what Age you play in.
Another good buy is the
Book of Battles supplement. This has rules for randomized pick up games, tournament style games, mutliplayer games, and campaign games.
Then it comes down to what Age you'll want to play in.
If you're interested in the Dark Ages, you'll want the
Age of Vikings supplement.
If you're interested in the Crusades, you'll want the
Age of Crusades supplement.
If you're interested in Fantasy, you'll want the
Age of Magic supplement.
There's likely going to be an update to Age of Invasions (post-Roman Britain), and supplements for Rome and Samurai.
Once you've got the right book, you'll have to see what factions you like. From there you can get the faction appropriate Saga dice (or make your own/just use
D6s and translate the pips to the symbols needed on the Battle Boards).
