Just get the first 2 CD's, depending upon your download speed and how much time you want to spend. You can install with just the first one, but having the 2nd one will help, also. If you only want the most stable packages available, they are on the other CD's. However, they are pretty dated, and it's fairly safe to upgrade your distribution from Woody (stable) to Sarge (testing) once you install the base system. There aren't many packages in testing that will give you any problems.
Debian GNU/Linux 3.0r1 Woody Non-US binary 1 is the one you want to get started. The basic stuff is on CD 1, and then you get more packages as you get more CD's. If you want the latest kernel available on that CD, which has the most support, use the bf24 option when you first install.
For an easy install, go get this document ->
http://www.osnews.com/printer.php?news_id=2016
print it, and follow it and you can't go wrong.