I started collecting just before Series 3 was released, so I spent a lot of money on eBay catching up on the first two sets. Each series has 6 figures and 2 playsets, which each include a figure. Over time I was able to find all of the toys, even the not-available-in-stores exclusive figures (don't ask how much I paid).
Well, today is a good day. I stopped into Target during lunch and they had some of the brand new series 4 toys. I was only able to get 3 of the 8 new ones, but it's a start. I got my hands on Ralph Wiggum, Patty Bouvier and Casual Homer (in his underwear), but I still need to find Groundskeeper Willie, Lenny, Itchy & Scratchy, and the two playsets: Pin Pal Apu with the Bowl-a-Rama and the Comic Book Guy with the Android's Dungeon Comic Shop.
Yes, perhaps it's all childish, but I think the figures are really cool. I have a special shelf at home where all thirty-five figures and seven playsets are on display. It's my own personal Springfield.