I buy these whenever I see them, they're very handy. One of the best IMO is the Prestige Mulligan/Baker which collects many of Gerry's Fantasy sides and some of Chet's Prestige sessions with George Coleman. And the Arista Savoys are beyond essential.
One more nod to the Bluebird chronological sets which issued more or less the complete recordings of Goodman, Shaw and Miller; I have the Goodman and Miller series which set me back less than $20. Still looking for the Shaws all in one place. Bechet, Henderson, Hines and Tatum were also represented in smaller sets; there is also the classic Hampton box set. Any others?