I mostly buy adventures when I'm first getting used to a new rules set or starting a new campaign. Once the campaign gets going, momentum usually carries me far enough that I'm less likely to use anything whole cloth, although I still might steal ideas and other goodies from published materials. Also, if I buy a new campaign setting, I'm fairly likely to pick up the first published module supporting it, to get a feel for how the setting should run (or at least how the designers think it should run).
I prefer softbound modules of 32-48 pages. Megamodules are too big, I don't want my whole campaign planned out, and I don't need five levels of dungeon or more in a single adventure. I still might buy (and borrow parts of) a big module if its diverse enough, like Necromancer's The Grey Citadel, with it's mix of urban mystery, wilderness and dungeon. But I'm not likely to be picking up another megamodule along the lines of Return to the Temple of Elemental Evil that's 90% dungeon.
As for details on my module buying habits, I picked up all of the original WotC adventure path modules. Of them, I think Sunless Citadel and Forge of Fury are by far the best, and are great examples of generic modules that are easy to fit into a campaign or use to kick one off. A few others are okay, but most of them are pretty poor.
A couple years ago, I was picking up most of the Necromancer and Fiery Dragon modules that were coming out. I stopped buying Fiery Dragon when they stopped making them. As for Necromancer, I still think their the best comapny out there for adventures, but I've slowed to only buying one or two a year since they switched to the big module format.
I also subscribe to Dungeon, although I was getting more use out of it a few years ago. The adventures in it just aren't hooking me lately. I feel like the quality has gone down but to be fair it may be just that I have more than what I need so I'm not as hungry for new stuff.