So, I bought Volume 1 (Preludes & Nocturnes), which is a collection of #1-10. It also comes with a nifty little cdrom. I never actually finished reading the series - I think I quit somewhere around #20, so this will be a good refresher as well as new territory for me once I get into some of the later ones.
I actually had a chance to buy #1 when it came out way back when. Silly me. Oh, well. I just want it for the story anyway.