Well I started off with the 18-105mm kit lens that came with my D90, and quickly bought a 70-300mm VR to complement it. I don't need telephoto very often, but that was a good value purchase, and was FX proof if ever I went in that direction.
Next up was a 35mm f1.8 for DX. It gets rave reviews for its bang per buck but I did not enjoy it so much. The distortion wasn't good but focussing was spot on, and it was pretty sharp from f2-2.2. I liked the focal length though on DX. That was sold (luckily for pretty much what I paid for it)
Next up was the 24-70mm f2.8. What a jump from the kit lens (which was promptly sold). This is my go to lens and is always on the camera. It fitted my needs perfectly and I like the focal length on DX, plus it's future proofed for FX. I thought about the 17-55 but that was DX only and I'd need wider that 17mm anyway. The 24-70mm gets the job done with great contrast, clarity, sharpness and focus speed. If there's an event or something moving, this is the main lens I use.
I wanted wider than 17-18mm, so the next purchase was a sigma 10-20mm. Again, this isn't FX proof, but it gets a lot of use. I've found it to be fairly good for daylight but a pain in the ass for night photography which is something I particularly enjoy. It gets soft in the corners and the resolution isn't stellar, but bracketing and using exposure fusion in Photomatix can bring out details further which offsets this.
Next up - a bit leftfield - was a jump back to a prime, but a manual focus prime, the Carl Zeiss 35mm f2. This is a beauty and if there is anything that focal range, I'll opt for this over the 24-70mm. It's in another league again. It gets a fair amount of use but I think I'll prefer the focal length even more on FX than DX. Then it will be the perfect walkabout lens, and the output you see on full frame cameras is stunning. There's something that's just 'right' about this lens. Pick one up and try one if you ever get the chance - it's lens porn!
Next up, and the most recent, was a lens specificaly for one purpose, which has paid for itself many times over and statistically is my most used lens (because of bracketing HDR interior shots for 360 degree panoramas). It's a Samyang 8mm fisheye. This again is just for DX, and very rarely gets used apart from real estate panoramas.
So I've bought a few, sold a few, and ended up with a current lineup of 5 lenses from 4 different manufacturers. I'll always keep the fisheye on a DX camera for interiors, but the next step is an FX camera. Then I will need another wideangle, and one that is as good as the 24-70mm or Carl Zeiss. Therefore I'm looking at the 14-24mm or 16-35mm Nikkors, of the 21mm Carl Zeiss. It's a toss up, and the 14-24mm and 21mm Carl Zeiss are actually both owned by many people - the 14-24 is stellar and more flexible, but again that Zeiss has something extra.
So my advice is to look at what you shoot, how often you're going to shoot it, what conditions you'll be shooting in, and not to avoid 3rd party manufacturers. For example, I could have dropped 5x the $$$ I dropped on the Samyang 8mm fisheye. Yes, the extra would have got me autofocus and camera body aperture control, but with a fisheye and its immense depth of field, would I really need that in my application? No, I just go to F11-F16, manual focus at 0.7-1m and everything is sharp.
And another bit of advice - try picking up a 2nd hand prime lens or two. Going for older 50mm f1.2/f1.4 or wider from online sites can bag you a quality bit of glass at a cheap price (as long as your camera can work with them). Sure, it won't be the sharpest or best rated in online DxO tests (or whatever they are) but it will have character and open up other shooting options for you.