Borrowed DA1 - Adventures in Blackmoor for my first adventure, played with 12th level characters using only a borrowed Expert Rulebook (didn't have the Basic Set at the time). You can see vestiges of this adventure in The Burning Sage's Demesne, which I wrote years ago for Eric Noah's Adventure contest.
Then I borrowed a copy of the Basic Set and re-started a campaign, beginning with "Bargle's Keep" in the DM's Guide, then B6 - The Veiled Society (first D&D product I ever bought - got it at the local KB Toy Store) and B8 - Journey to the Rock. Then X1 - Isle of Dread, followed by N4 - Treasure Hunt (yes, I know, it's AD&D) and then B2 - Keep on the Borderlands.
Can't remember what came next for me, but those were my formative experiences with D&D.
--The Sigil