I've only started playing this mode a few days but I've bought:

Henry - 24 points
Figo - 28 Points (BARGAIN!!!!)
Ayola - 24 Points (Argintinian Central Defender)
Becham - 40 Points (Not been as useful as Figo)
Kohler - 28 Points (Needed a big target man for crosses but only had one game to asses his usefullness).

Next in line Davids.

Ronaldo
Roberto carlos
Cantona
Giggs
Rivaldo
Owen
Shevchenko

Ndo (cameroon midfielder)
Nakata (Japanese mid)
Kalla (Cameroon defender)
Okocha
Henry....
now i think ill probably get thuram... nto sure though