This answer has changed with the explosion of my TBR. When I was reading physical books, and I got a trip to the bookstore maybe twice a year, then sure - I'd start in the middle of a series and hope I could find the rest (and especially number one) later.
Now though, if something doesn't have the first one available in ebook (lots of older mystery series fall in this category) I won't buy any of the series until at least the first three are available.
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