DDD, of course. (DeepdiscountDVD.com)
Pride Legacy Vol. 1 (Pride 1-5, 5-DVD set) $16.19 shipped
http://www.deepdiscountdvd.com/dvd.cfm?itemID=BHV046176
Pride Legacy Vol. 2 (Pride 6-9 & 11, 5-DVD set) $16.19 shipped
http://www.deepdiscountdvd.com/dvd.cfm?itemID=BHV046289
Pride Legacy Vol. 3 (Pride 12-16) $16.19 shipped
http://www.deepdiscountdvd.com/dvd.cfm?itemID=BHV046542
Cheap now, or 20% off that price if you want to wait until sometime in June or July for the DDD semi-annual sale (no, we don't know when it will start yet

)
I have Legacy 1&2. I think the matches are WAAAY too long, and really pale in comparison to all but the weakest UFC fights, but if you like the technical side (read:45-minute huggy-huggy matches) of MMA, I suppose they're worthy. Or you can just Fast-Forward through all the matches like I do (I call it "huggyvision") until the blood starts flowing.
BTW, 2 or 3 of the DVDs on each set are double-sided, so it's almost like getting an 8-disc set, which is a great deal regardless of the huggyvision.
If you have any questions about the sets, feel free to ask (post or PM), but I've only seen the first 2 discs of the 1st set so far...
Another cheap MMA Series set: (I liked them a bit more than Pride)
King of the Cage: 10 Event Set (5 Double-Sided DVDs) $10.79 Shipped
http://www.deepdiscountdvd.com/dvd.cfm?itemID=BHV447059
King of the Cage: Underground (5 Double-Sided DVDs) $10.79 Shipped
http://www.deepdiscountdvd.com/dvd.cfm?itemID=BHV045351
As for UFC (the real thing), well...that'll probably cost you a chunk of change, but you can get the Ultimate Box Set at DDD for $85.79
http://www.deepdiscountdvd.com/dvd.cfm?itemID=VMG027992
It's a complete rip-off, especially including Ultimate KO's 1&2 & 3 in the 10-disc set for that price.
I would just recommend getting UKO's 1&2 if you don't have that already, it has most of the old classics in 1 double-feature disc for $13.19
http://www.deepdiscountdvd.com/dvd.cfm?itemID=VMG016442
(I haven't seen UKO's 3, but from the reviews, it's not worth even watching)