So if I get the FMA collection I only get episode 1-51? Can I watch the last few episodes anywhere in particular online? Also is it worth just skipping straight to Brotherhood as I've heard it's a better adaptation?
The original FMA series has 51 episodes, so it is the complete series since CoS is more of an extended epilogue. This is how it works:
FMA (2003, series): sticks to the manga for around 25 episodes then goes into an anime-original story since at the time the manga wasn't completed.
-> FMA: Conqueror of Shamballa (2005, movie): picks up where the series ended and offers an extended ending/epilogue.
-> FMA Premium OVA Collection (2009, OVAs): 4 short original video animations that are not related to the main story.
FMA: Brotherhood (2009, series): 64-episode series that covers the FMA manga volume by volume. Since the original series covers the first half in detail, FMAB skims over the first half and goes deep in detail for the later arcs.
-> FMAB: The Sacred Star of Milos (2011, movie): a side story set on the FMAB universe, not essential to the plot at all.
-> FMAB OVA Collection (2012, OVAs) pretty much the same idea as the FMA OVAs but I find that the FMAB ones are better.
Hope this helps!
EDIT: Personally, I find that to get the most out of Brotherhood you really have to watch the original FMA since the first parts are so rushed. I watched them back to back and would rate FMA 8/10 and Brotherhood 10/10. FMAB is after all my favorite anime series of all time.