^ You can hit up hlj.com, bbts.com, robotkingdom.com, they will have some MP's up from preorder or currently available.
Do not buy MP-12, MP-12T or MP-14 off ebay, they have been KOed (counterfeited). Hit up reputable Transformers retailers on the web for them.
Do not buy MP-5 from an international seller unless you are in WA. (see earlier post and threads on the problems with getting him through customs)
All the rest you will have to hit up ebay for.
I suggest before you start collecting looking at http://tfwiki.net/wiki/The_Transformers:_Masterpiece and deciding which version of each figure you want. Takara normally has gone with show accurate decos but Hasbro normally goes with G1 toy accurate decos, decide which one you like best and grab it.
It will not be cheap to get the older figures, but I think they are worth having.