Quick rundown of Penatx's naming scheme.
DA series lenses are designed for digital cameras, and will vignette severely on film bodies They are all autofocus, and most don't have an aperture ring. F and FA lenses are the film-body auto-focus lenses. FA series are newer. F series are the earliest auto-focus lenses. The absolute earliest autofocus pentax lenses were 1981, but they used a completely different system. Figure late 80's forward for any usable autofocus. Most have an aperture ring (except the FA-J series). A series lenses are manual focus, but have the chip to tell the camera current aperture settings. As such, they can be used in shutter-priority mode, and can do aperture settings all electronically. Earlier bayonet mount lenses (M and K series) have no electronics, and can only be used in manual and aperture priority modes. Earlier lenses (Super takumars, SMC takumars) are screwmount, and require an adapter. Same restrictions as the M and K mount lenses apply.
Which ones to get, though... The old Super Takumar 50mm F1.4 is a joy, especially if you get the model with 8 aperture blades. The bokeh is superb. In addition, I've had a lot of fun with the Super-Tak 28mm F3.5. I recently replaced my Tak, though, with the F-series 28 f2.8. This serves as my walk-around / normal lens. The M and K series 50mm's are also excellent - but the 1.7 and 1.4 are much better than the f2. The M-series 50mm and 100mm f4 macro lenses both have a cult following, IIRC. Beyond that, though, your best bet is figuring out what focal length you want first.
In my experience, second hand shops, flea markets, and consignment stores can occasionally hold diamonds for cheap. I've gotten a couple old lenses in places like that, like my SMCP-M 50mm 1.7. Craigslist, too - but there the lenses are more likely to come attached the front of a camera. Keep your eyes open.