Ordinarily, I will buy the first book of a series and then, depending on how it was, either buy the next book or abandon the series for dead. My advice to you, prospective Mistborn readers, is to cast that mindset aside and save yourself a few dollars by buying all three books in a box set. You will NOT regret it.
I will step out on a limb here: Mistborn: The Final Empire is, with the possible exception of A Game of Thrones, the best opener to a fantasy series I have EVER read (Particular apologies to The Blade Itself, The Lies of Locke Lamora, The Name of the Wind, Fellowship of the Ring and Assassin's Apprentice). Here's why.
No exceptions this time, Mistborn has the best, most well-thought-out, most original magic system ever written. Nothing comes anywhere close to rivaling its intricacy and intelligence. Despite its complexity, Sanderson has such a firm grasp on his magic system and is so clearly enjoying himself when he writes in it that it comes off the page so beautifully, so fluidly. Even if said magic system were in a stereotypical, recycled fantasy story, it would make for great reading, but the story is original and enrapturing, too. Sanderson has said that he meant to turn the fantasy genre on its head with the story - the dark, evil lord WON - with Mistborn, and he does it oh so effectively. Character development is strong, the world - a land of dismal browns and greys where ash regularly falls from the sky - is fascinating, plot twists are many times absolutely unexpected (NOTHING is obvious) and the characters are both lovable (Kelsier is one of the coolest characters ever written) and hatable. Not to mention, each book has an extremely satisfying ending - no cliff-hangers here. I hate to go to extremes but, in a word, the Mistborn trilogy is perfect.
It is one of the great mysteries of the world how Sanderson can kick out so much excellent material in so short a period of time, but his books are nothing but the best. I still consider the Mistborn trilogy to be his finest work, and I encourage you all to buy the books, get lost in his world, and proceed to embrace the 9-year-old inside you and spend the rest of your days wishing that YOU were Mistborn.