You can usually get by with just the coated and uncoated PMS swatches; in some cases, they're either merged into 1 swatch book or they're split into 2 individual ones.
And (to reiterate) coated means those are the colors you will get on coated stock (think glossy paper and glossy cardstocks) versus uncoated being traditional uncoated stock (think regular 20# bond or any weight bond cardstocks).
eBay is a good place to get swatch books cheap,
BUT - BEWARE of people selling OLD SWATCH BOOKS. Over time, the inks on the swatch books will begin to fade and therefore the colors won't be 100% true matches anymore. Every swatch book will have the year it was printed stamped somewhere on the outside of the book - I wouldn't buy any swatch book older than 1 year old (and ideally, you want one brand new ie current year). But yes, retail PMS books are expensive. Recently our company had to buy a new set of PMS swatches because a customer wanted a PMS ink that wasn't listed in our older books (including the one in front of me with a date of 1995). The cost? We paid $80 for a new coated/uncoated swatch book set. Ouch.