The "most" economical. Hmmm... Pick sets that have collector appeal-- Ones that have unique, licensed minifigures. Buy them as cheaply as possible, and then sell the minifigs and minifig-releated elements on BrickLink (or eBay in some cases). read more
In each official lego store there is a wall with shelves of lego bricks. You can fill a small or large cup there. Now matter how you fill the cup, it's a fixed price per cup. Obviously the selection will be limited, but if you happen to have use for the provided bricks, it's often the most cost-effective way to get bricks. read more