I, too, am an avid collector of the Heroclix, although I am a bit choosy about which booster packs/figures I'm interested in. The current batch, DC Origins, has some great figures (I got a Unique Mister Mind. That was cool-looking.) but there are some good ones in each line.
As for playing...if you buy one of the boxed sets that come with a pre-set number of figures, there's often a core rule book that will explain the basic premise of the rules. I agree with whoever said that the game has gotten complicated with the addition of cards and bystander tokens. But, if you want a fun board game, they're definitely something to look into.