Actually, it was. Team Rocket set included the first Dark Pokemon. Other than that, Dark Pokemon were not present except in EX Team Rocket Returns and Neo Destiny. I'd personally collect the ones from Neo Destiny first since I do believe those had some of the coolest artwork, followed by EX Team Rocket Returns and finishing up finally at Team Rocket.
Of course, if you're referring to Darkness-type Pokemon, that's a much broader question. They're spread out over basically every set since Neo Genesis.