If you want archive data or your work allows time dalays for several days from real time, I think the best should be using EUMETSAT archive (on EUMETSAT home page: Data ---- Data delivery --- Eumetsat Data Centre --- Ordering FAQ and support --- Online Ordering Application ). You should register and via Java application order and download data via Internet. I sometimes use this system.
Also about data operative reception, it is possible to get data from polar orbiting satellite (for example, Suomi NPP) from “Direct broadcast” station. But as I suppose, this receiving station is expensive and also raw satellite data will need much processing.
No it is not necessary to build a receiving station for a geostationary meteorological satellite like those from EUMETSAT.
As Aleksei stated, if you do not need to perform operational weather forecasting (or other operational applications), it's better to use archived data.
But some applications require operational reception like (forest) fire detection for example. You could use NOAA or VGT as well for that purpose, but then you have only one (or two) shot(s) a day. With MSG you would be able to follow the fire each 15 minutes, which is a requirement I think to have an accurate follow-up of the fire evolution in time, and hence useful information for fire fighting.