Currently Mewtwo EX, Darkrai EX and Rayquza EX can all be purchased from promotional tins which include themselves and booster packs.
Since all of those 3 see tournament play in this current format, it is worth investing in them.
Black/White Next Destinies was the first Black/White English set to contain EX Pokemon, so any set from Next Destinies on-wards will contain EX Pokemon.
The reason why EX Pokemon are popular in tournament play is due to their High HP, strong attacks and abilities. They are a Basic Pokemon which allows you to not need to evolve them and you can start attacking with them straight away. The downside to them is that they give 2 prizes instead of 1 when being knocked out. However this can be in your favor with a well timed "N" that you leave you a strong position.
If you're looking to build cheap tournament legal decks to take to Pokemon Events such as leagues, battle roads and city championships then you could invest in following:
Speed Darkrai EX with hammers
Darkrai EX/Terrakion with hammers
Quad Sigilyph with Mewtwo EX
Quad sigilyph is the cheapest deck as all you need is 4 Sigilyph and 2 Mewtwo EX and the Darkrai variants may be more expensive due to needing 4 Darkrai and 1-2 Mewtwo EX.
Buying booster boxes usually will guarantee that you get 2-3 EX Pokemon from a booster box (rather than buying single boosters).
The best set currently in my opinion is Boundaries Crossed as it has a good selection of EX Pokemon and great A-SPEC trainers such as Computer Search and Gold Potion.
Of course the other alternative is going on eBay and buying single cards for the deck you wish to play.
Pikachu has been in many sets, but ever since Raichu Prime got rotated out of the format, you will not see Pikachu/Raichu being in tournament play.
Level X Pokemon are "evolved" forms of Pokemon which no longer see tournament play and they were used in previous formats.