Planning to collect physical home media

Really I would say whatever is the most accessible to you plus whatever interests you. So for me personally that is DVDS and VHS tapes.

Shop local if you can, check out second hand stores and charity shops as they will have a lot of DVDS, CDS and even VHS tapes and cassettes depending on the store. Record stores would sometimes also sell those things and vinyls of course so if you have one near you, I would say also check those ones. 

Sometimes, especially if you like collecting more obscure, Indy or foreign releases, your going to need to rely on local groups and online stores depending on what you want to find.