I'm sure many people will agree with me that Tales from Wilderland is probably the book you should get first. The adventures in it can keep your group occupied for a pretty long time, and it shows you great examples of how to structure adventures using the TOR rules (this was something I had a lot of difficulty with before I finally purchased Tales from Wilderland).I'm actually having trouble trying to figure out which order to buy them in, as I'm going to be starting my campaign in a couple of weeks and I can only afford to get one or two books before then.
As you've no doubt noticed, pretty much everybody is blown away by Darkening of Mirkwood, but if you get this you sorta need the have Heart of the Wild as well. On the other hand, if you'd rather make your own adventures, Heart of the Wild has enough plot hooks to have you going for the next few years if you somehow incorporate them all.