I have these! Took me forever to get the whole dang set, too!
I used to buy these in the local Kmart, 'cause that opened here right about the time those came out. Was hard persuading my parents to let me buy just a couple packs at a time to collect 'em all, but I eventually managed to get a whole set(and a crapload of extras! I think I might actually have some left around here, too...). Got 'em safely boxed up in the little hard plastic cases you put baseball cards in.
I just bought 'em in the little red packs they came in. I didn't know you could buy a whole set, though. Never saw that, though oddly enough, for one of my birthdays, my mom bought me a set of one of the old school cartoon cards they had out. It's the set from Bye Bye Fly and the first Usagi ep. I still have those, too, safe with the rest of my collection.
I'm not sure what my favorite card was, I have to look through 'em again sometime to tell you that, though I always
did wonder what the heck it is that Leo has in his hand on the #2 card there that you posted.
I also noted a flub with Don's card that's posted there, too. It's actually Leo, if you can tell by the swords on his back. The lighting just has it so that the mask looks purple. Always used to get a laugh out of that, that the company didn't know their Turtles.

And speaking of trading cards, until T-con 2000, I didn't know they made cards for movies 2 and 3. I only have a handful of those and that's what I got at the con. I'd have to look to see what I have of those, but I know I've got all of #1, plus the stickers.