Adobe itself sells a handful of smaller collections, as does Linotype. I expect many of the other foundries do that too. You'll often see the individual fonts listed with references to collections that contain them, as well as being able to find lists of the collections on the various sites. Some are just collected single large families while others are groups of different fonts.

Not all foundries ship all fonts in OpenType yet, so don't assume anything when you buy. Check the specifications. Cheap collections of thousands of fonts are likely not to be OT, and are also more likely to contain fonts that ID finds troublesome.

I usually buy an entire family when I need one weight or style, if I can afford it at the time. Most foundries offer family packages for the smaller families as well as the large ones, and sometimes the large ones will be broken into smaller groups so you can buy Roman, bold and italic versions now, and add extended or condensed versions later if you need them.

Linotype has a monthly (?) newsletter which usually includes some specials, as does Fonts.com or MyFonts.com (can't recall which one, perhaps both, and I'm on the road and don't have one in the inbox at the moment) which usually highlights something seasonal or new.

Peter