I recommend getting
- Relic Super Pack for US$25 which includes the first Dawn of War up to the Dark Crusade expansion and Company of Heroes and the first expansion pack.
- Company of Heroes Gold (US15) which includes the Company of heroes and the first expansion
- Dawn of War II for US$30
Curiously, the Dawn of War Anthology which includes Dawn of War and the Dark Crusade expansion is exactly the same price (US$25) as the Relic Super Pack so don't even bother buying that!