My first exposure to Nehwon & the the twain was also the D&DG as well as the suggested reading in the DMG. I got into F&GM during the time when they were out-of-print. (Or, at least, I didn't know about the reprints if there were any at the time.) Which was also those dark days before eBay. It took me many years of visiting second-hand bookstores to collect vintage copies of the whole series. I even ended up with a couple of dups since I'd run across one when I didn't have my list of what I already had with me. They are about the only thing that I went about collecting in that fashion. Quite satisfying when I finally got the last one.
(Although I guess the last one--the last one published, not the last one I acquired--was actually bought new.)
Leiber & REH are the very definition of "swords & sorcery" to me. Of course, it was Moorcock & Leiber who came up with the term to describe REH's writing!
I plan to get the Mongoose book, though I haven't looked closely enough at MRQ to have an option yet. Indeed, I'm more interested to see how they handle magic in Nehwon than the generic MRQ magic rules. I'm wondering, though, if Dungeon Squad might be the ideal system for a Nehwon campaign.