Here is a modified version of the spreadsheet I use to keep track of what I have and don't have.
http://www.isnanchordesk.com/whoavs/alt-who.xls
The ones highlighted in yellow have been released.
The ones in gray are complete but have not yet been released.
The ones in pink with lines through them have been lost completely.
The ones in blue are part of the Lost in Time box set. These are incomplete stories, where some of the episodes still exist, the rest are lost. There was on released for the first doctor, one for the second doctor, and a third that has both. That one is WAY cheaper than buying them individually.
There are a few box sets. I tried to highlight them together.
The Beginning has An Unearthly Child, The Daleks, and Edge of Destruction.
The Rescue/The Romans has both of these stories on one disc (or a 2-dvd set, not sure yet.)
Beneath the Surface has The Silurians (3rd Doc), The Sea Devils (3rd Doc) and Warriors of the Deep (5th Doc).
The Key to Time is the complete 16th season and has The Ribos Operation, The Pirate Planet, The Stones of Blood, The Androids of Tara, The Power of Kroll, and The Armageddon Factor.
Trial of a Time Lord is the complete 23rd season, and is one overall story. It contains The Mysterious Planet, Mindwarp, Terror of the Vervoids, and The Ultimate Foe.
There is another double disc set that contains The Invisible Enemy (4th Doc) and k-9 and Company (Sarah Jane spin-off pilot).
For the most part, you can get the stories in the box sets individually, but in every case, you'll pay more. It's cheaper to get them in the sets.
Also note, everything there is Region 1. Generally, Region 4 comes out around the same time or slightly before Region 1.