At first, I bought bundles packs in a shop, but now I'll use Origin to buy my expansions, since I need to register them there and download them on it to play.
Now there's an option (at least in my country) were you can make your own collection with one of the expansion pack + a game pack + a stuff pack, and get a great discount for it, so you may want to try that. If you don't have the option, there are collections packs already created on Origin, you'll only have to add the missing game and stuff pack if you want them.
It's not all at once, but already a good start, and I think there's a cart option so you can pay for all at once.
