If you have access to a decent Internet connection then you can download the installation images off of http://www.debian.org/distrib/ for free. You just select the appropriate image for your computer architecture (i386 for older processors/x86_64 for most newer).

If you plan on purchasing the discs from a vendor, then the first disc contains the most common programs for installation. If connected to the Internet then the installer downloads any additionally needed software as well as security updates since the CD's were mastered. I personally have never used more than the first disc to install the system.