You need to start with Stalingrad. It's the base game and all other packages are essentially DLC.
From there you can add on anything else, but non-Stalingrad items will be of limited use if you only have the Stalingrad game. For example, the only way you'll be able to use a Dora on the Stalingrad terrain is in the quick mission builder.
But that Dora would be much more useful to you if you are planning on playing online. The way online works is that anyone can plan on any map, even if they never bought the package with that map - they are just limited to the planes they did buy. So if you only bought Stalingrad and a Dora, you could play on a server with the Bodenplatte map with your Dora. And you could use Stalingrad planes on any server that has those planes enabled. Other than the one furball server, all the others that tend to be populated are set up Axis vs Allies with a historical-ish plane set. Those populated servers are also full realism servers, with engine management and no icons.
I haven't played online over there in about a year, so I don't know how often maps with Stalingrad planes are used these days, but the Normandy map was in use the majority of the time then. I imagine with the new Normandy map now being available now, it's just as popular. So I would lean more towards getting some later war and English Channel stuff. I'd say the 109G-6 is a must and probably the Spit V and 190A-3. The G-6/AS and Spit XIV (high back) should cover the late war stuff, if you don't want to just buy the Bodenplatte or Normandy packs outright.
