Rule #1 : ALWAYS buy the add-ons when they are cataloged with the set. 
(OK, maybe that's rule #2, behind "buy it when you see it" if you are at a train meet(assuming price is acceptable), or it will likely be gone when you "go back" (because someone right behind you maybe also found the price acceptable) 
)
Sorry, I know that doesn't help people who were not in the hobby when an item came out and are trying to buy them years later. So a modification would be to try to be aware of any add-ons before you buy a set. You are more likely to find someone selling a set including add-ons as a group than you are to find someone selling just the add-ons alone, particularly for a 4 car / 2 add-on type of subway or MU set.
-Dave
