An emphatic yes. BMG offers an impressive selection of classical music and frequently has deals that work out to under $7 per CD with shipping. I have a very substantial collection of classical CDs, and they are still introducing new CDs of interest. Columbia House's CD club for classical music just went under, and for years they had a meager and pitiful selection of classical-crossover garbage. And also, the whole paranoia that BMG manufactured CDs are inferior to full-priced CDs is just plain false. I've done head-to-head comparisons and there is no difference.
For classical CD reviews, check out www.classicalstoday.com and the newsgroup on google rec.music.classical.recordings for advice on the best recordings.
For the best selection of classical CDs at a retail store, try: http://secure.mdt.co.uk/MDT_Exp/index_exp.htm
For wholesale and cut-out CDs try: http://www.berkshirerecordoutlet.com/
Classical music is a great hobby. It is terribly intimidating at first, but ends up with years of wonderful discoveries if you keep an open mind.
Enjoy,
Rob