I first played Civ with Civ 3. Somebody I worked with knew I played Age of Empires and said I might enjoy Civ 2. So I went looking for it and it turned out that was like the day Civ 3 hit the stores. Bought each expansion as soon as it hit the stores.
I preordered Civ IV, and bought Warlords and BtS as soon as they hit Wal Mart. Since Civ 3 came out I have bought each Civilization and Expansion one at a time as they came out, never a collection pack, never a lag, and I will buy Civ V because I have not been disappointed yet, even with Play the World. It had a lot of good stuff, a tease that made Conquests so much better than expected. Civ V would have to be pretty bad to keep me from buying an expansion, since it would probably hold out a promise of redemption.
On the other hand, my Civ3 was stolen in a burglary while I was out of town (it was in an entire Cd binder that was taken) and I have not replaced it. All I had was my hidden boxed Civ IV Special Edition and the Warlords disk that was with me in my laptop's drive at the time. That's when I went out and bought BtS which was new. I've been tempted to replace my III, but haven't.