I buy as I get to each book in the series.

Except for Discworld. If I'm reading a series that's 40 books long and I've enjoyed 10 of them, I'll buy them up quickly to make sure they all match on my shelves. Usually when there's a big sale.

I tend to prefer ebooks now though. Cheap/free and doesn't require effort to move. If I LOVE a series I might purchase the print copies after (did this with The Witcher).