There are a few important spells, like Greater Malison, Lower Resistance, and Breach, that aren't sold in any convenient store, and must be found through adventuring (most of those spells can always be found in certain locations), so you'll probably want to have your PC already have those spells in his book when you start out.
There are even a couple of spells (I know of at least one--Spook) that I can never find in the game AT ALL, so the only way to ever cast them is to pick them at the start.
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Volothamp's Comeuppance
Everything you ever needed to know about the entire Baldur's Gate series......except spoilers.
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