Bear in mind that I haven't scouted U.K. prices and don't know how they differ from U.S. averages. A game that sells for pennies here might command a high price in PAL territories. Also, my apologies in advance if any of these titles weren't localized in your region.
To start with, Star Wars wouldn't be my first recommendation. Aside of the high learning curve, the mechanics aren't very well developed in either of the JVC games. The Japanese Famicom version doesn't fare any better. If you're a die-hard Star Wars fan, you could do worse, but I wouldn't start my collection with it. Dragon's Lair is clunky and extremely frustrating to play. I don't like that one at all.
What you should start with what, in my opinion, are the games we all know and love from the NES library and then branch out from there. My personal top ten consists of Super Mario Bros. 3, Mega Man 2, The Legend of Zelda, Castlevania III, Mike Tyson's Punch-Out!!, Contra, Kirby's Adventure, Super Mario Bros., Metroid, and Final Fantasy. You'll also want to pick up Zelda II: Adventure of Link and Super Mario Bros. 2, as I think both games are great. If you lean toward one genre in particular, then here are some of my personal favorites across a few different genres:
The Mega Man series
Ninja Gaiden and Ninja Gaiden II
The Dragon Quest series
Beat 'em up:
Double Dragon II
Teenage Mutant Ninja Turtles II: The Arcade Game
TMNT III: Manhattan Project
River City Ransom
Tecmo World Wrestling
Super Dodge Ball
Blades of Steel
Nintendo World Cup