I would recommend that you buy the books individually. Thus, you can decide if you've ever want to read the next to each book. Because the quality of the books is quite different.
The first book of this trilogy (called depending on the issue "Northern Lights" or "The Golden Compass") I find very good. The author creates a new world that is both completely different, yet very similar to ours. This balancing act is the author well done and makes the book very exciting. Conclusion: very good.
The second book, "The Subtle Knife" is also nice, because now transitions between the worlds are built into the story. But the author has in my opinion the parallel storylines are not always a good solution and that's why I found this book partly a bit slow. Conclusion: mediocre.
The third book, "The Amber Spyglass", is partly interesting, but some sections are barely endure. To give an example: The author explains the symbiosis between an extensively animal and a tree; was this detail even necessary? These and other sites I found at the beginning of tough and last only annoying. Conclusion: not good.
Lastly, a note (please understand me wrong, I do not mean it pejoratively): religious-conservative people might these books, and particularly the third, find offensive, as a strong atheistic world view is given.
Conclusion: The first book I would recommend. It's very nice for young people. The other two I would recommend only conditionally.