For me personally I keep blade selection simple. For 90% of all the projects I cut I use either a #3 or #5 Scroll Reverse blade. If the wood is very thick or dense I may use a #7 Scroll Reverse blade. The other 10% are specialty blades for specific patterns.
I like the "Scroll Reverse" because they reduce the tear out on the back side of the cut.
I am able to keep blade selection simple because most of my projects are cut from 3/4" thick wood or thinner. Usually thinner. I use 1/2" and 1/4" wood a lot.
Specialty blades for cutting portrait style, jigsaw puzzles, metal etc are important if you plan to do those types of patterns. I keep a small selections of spiral blades. Jewelers blades and jigsaw puzzle blades. If you plan to cut these types of patterns a lot then you will use these blade more than I do.
Now to be honest I have almost every type of scroll saw blade made. I don't use many of them but after years of cutting you will want to try out other blades.
If you are just getting started in the hobby don't buy too many different types of blades. Keep it simple and experiment with more blades as you go.
DVD and the 2013 update DVD at this link. DVD #1 is $20 and contains over 1,100 patterns. The 2013 update DVD is $7.50 and has another 178 patterns. The 2014 update DVD is $7.50 and has another 223 patterns.