I was browsing some Lego sets recently. Man, are they expensive. And, on Amazon at least, it's a little difficult to even find the standard brick sets. There are just so many themed sets.
Looking for old catalogs? Can’t beat this site http://www.hccamsterdam.nl/brickfactory/; scanned in and categorized by theme, name, year etc.
You can even purchase individual bricks (Although obviously that'll cost more than buying a set).
If you have a local Lego Shop though I'd go. They have a 'wall' where you can fill a bucket with whatever pieces you want.
Whoa. I had no idea. Now I know what I want to do when I retire: Become 12 years old again and live near a lego shop.