I wouldn't buy them all at once, they're not that cheap after all.
Here's a nice page that has a synopsis of the parts. I guess it's best to first take what interests you most.
The reason for the numbers is that it's way too much for
one book.
It took Christopher Tolkien 13 years to sort all (well, not all, but much) of his father's writings. They're arranged (roughly) in the order J.R.R. Tolkien wrote them, so Book 1 contains his earliest writings and Book 12 his latest. Unless you want to follow J.R.R. Tolkien in his thought process, I don't think you should mind to read in whatever order you like.