Don't get those boxes off Amazon if you can help it. I got an 800 count box for about $2 from a local comic/card shop. You can find them a lot cheaper elsewhere.
So I got a Core set on a whim and my wife and I played the first scenario. We got instantly hooked and we've been buying up cycles of content (so far we've got all of Dunwich and Carcosa, as well as a second Core). Now we haven't dug into the cycles yet and my question is this: Should I pop the packs open and take the player cards out in advance, or just play with what we have and open the packs and get the player cards as we go?