Spring 1984: Started with the Mentzer Red Box; Got the Cook/Marsh Expert rulebook a month or two later (it was cheaper than the boxed set, and why would I want a second set of dice anyway?); Got the Companion Set when it was released that summer, but never really played it (my highest level character was an 8th level dwarf)
Sept 1984-1989: Got an AD&D Players Handbook; picked up the other books over the next couple months, and by the end of the year had switched over to AD&D pretty much entirely; continued with AD&D (adding UA and the DSG/WSG as they were released) and also began to expand to other rpgs -- Star Frontiers, Gamma World, Stormbringer, WFRP, RuneQuest, Call of Cthulhu, Cyberpunk, Traveller, lots of others (I was really rpg-crazy during this period); began attending local cons from 1986 and GenCon from 1988; picked up the Holmes Basic Set c. 1987 and OD&D white-box at GenCon 1988, but never really played either (also got a Moldvay basic rulebook, and Mentzer Expert, Master, and Immortal sets during this period, to fill out the collection)
1989-1991: Got the 2E AD&D books as they were released and switched over (started a new campaign in a new world with all new characters, retiring the 1E AD&D campaign/characters); played for about a year and a half, gradually moving closer and closer to 1E/OD&D, eventually dropped the campaign (and D&D altogether)
1991-1997: Played exclusively non-D&D rpgs (RQ mostly, but also Dangerous Journeys, CoC, Amber Diceless, Pendragon, Mekton, Traveller), with a couple 1E AD&D "retro/nostalgia" one-offs but no extended/campaign play; had a great deal of contempt for TSR and 2E AD&D and was very ambivalent about the whole WW/WoD thing too
1997-2004: RPG-hiatus -- kept my collection, coninuted to follow Traveller online, but didn't play anything; discovered ENWorld in 2002 (trying to find out what this "d20" thing all the kids were talking about on my Traveller board was), which led me via Gygax's Q&A threads to dragonsfoot (hey, look, other people still prefer the old versions of D&D!) which led eventually to...
May 2004 - present: 1E AD&D with a group of guys I originally met via DF, but we've since grown more traditonally/organically as people have recruited friends, co-workers, and family; I'd actually rather be playing OD&D, but the other players all seem to prefer 1E for whatever misguided reasons

; we all make fun of "inferior" 3E, but some of the guys play it in other groups on the side