Though perhaps unrealistic for you at the moment - GET 'EM ALL!!!
The game is well balanced and any figure used in the right situation works, some better than others sure (built in handicap, I say), but variety is the spice of this game for me.
I think as the game continues to gain popularity the availability of previous waves will increase as well. The local wal-mart here has wave 4 and 5 now, but recently was well stocked with wave 1.