If you simply want to install Debian, these are your options:
netinst images can be downloaded quickly.
These allow you to download only those Debian packages that
you actually want, but require an Internet connection on the
machine being installed.
The large CD and DVD images contain more packages, making it easier to install machines without an Internet connection. However, if you get a whole set of CDs or DVDs, you will get a lot of packages that you won't actually use.
Many of the vendors sell the distribution for less than US$5 plus
shipping (check their web page to see if they ship internationally).
Some of the books about Debian come with CDs, too.
Here are the basic advantages of CDs prepared by someone else:
There are a number of advantages to this:
The Installation Manual contains detailed installation instructions.