It's all in my SteamFAQ in sig, but:
If you're buying over Steam, and you don't spending a little more, I'd say go for the Source Complete pack, as it has all of the multiplayer Source based games, (where Source being the engine used by Half-Life 2).
http://www.steampowered.com/v/index.php?area=package&SubId=80&
Also, it's nice if you have not played Half-Life before to play through Half-Life: Source, which is a converted version of Half-Life 1 on the Source engine, which is nice if you have not played Half-Life 1 before.
Remember to add 17.5% VAT to whatever purchase you make, as that is not shwn on Steam. So $59.95 will be around £38. Overall this is the best deal if you're buying new, as you'll probably not be able to get all the games in that package from retail for less than £40, Half-Life 2 Episode One and Day of Defeat: Source together would be £30 to start with.
There's a good lot about the Steam platform in the FAQ in my sig, should answer some questions about it. Whatever you purchase is linked to your Steam account for life, so you just have to make sure you remember and keep your Steam account details safe, and then you can log on on any PC and download and play the games you own without need for discs.