My first piece was the exclusive Captain America PF off of ebay. Had a small cloth rub on the stomach and the girder on the base broken in half but it was a good price.
Modern Connor MacLeod (and to think that I felt he was outrageously high-priced back then)
My second and third SSC figures were bought at the same time... ROTS Anakin and Nosferatu. Been hooked since.
Frankenstein's Monster all the way back in 1999. I bought it online for like 30.00 which was considered collectible prices at the time. I loved that figure and I think I still own it.
I'm not a 100% sure but I think the first was the 8" Creature from the Black Lagoon. I almost bought the entire first series when they were on the shelves at Wal-Mart, but never pulled the trigger.
Around the same time, possibly before that I ordered the R Lee Ermey figure direct from Sideshow as a gift for my brother. That was the only direct buy from them until the SW line started.
The first 1/6 Sideshow figure from them that I bought for myself was the Vampyre. That figure was a game changer for me. I had never owned a high-end 1/6 figure and was blown away by the articulation and how good the figure was. Now around 150 1/6 figures later that figure still holds an important spot in my collection
LOTR "No admittance except on party business" bookends when Sideshow was selling it directly on their site. Second piece was the SW/WETA Easterling statue. My collection has changed countless times since then and sadly I no longer have either piece.