Big Beat Steve:
I had a lot of the material already (the Milton Brown, Roy Newman, and Cliff Bruner sides, for example) but still went for it. Some of the other sides are somewhat more obscure, although you might some of it if you have the earlier western swing compilations that you mention below. There's also something nice to have so many sides with Bob Dunn solos together in one place.
I would mention that the mastering is by Mike Keiffer and is first rate. The sound is really stunning on some of the sides, especially when compared to the work of some of the other labels that you cite below (e.g., Krazy Kat). There's a nice booklet as well with lots of photos, many of them apparently never published before, and biographical information.
Note that the package is an odd size (approximately 5.5 inches x 8.5 inches)and may need to be shelved by itself.
Here's some additional information, cut and pasted from the Origin Jazz Library website, that might help you or others decide what you might or might not have already. The name after each song title is the group, not the composer:
Western Swing Chronicles, Volume 5 - Disc 1
1) Taking Off (Milton Brown)
2) I Love You (Milton Brown)
3) Wabash Blues (Milton Brown)
4) Who's Sorry Now (Milton Brown)
5) You're Tired of Me (Milton Brown)
6) The House at the End of the Lane (Milton Brown)
7) Somebody Stole My Gal (Milton Brown)
8) Ida, Sweet as Apple Cider (Milton Brown)
9) Beale Street Mama (Milton Brown)
10) An Old Water Mill By a Waterfall (Milton Brown)
11) Everybody's Blues (Roy Newman)
12) She's Doggin' Me (Roy Newman)
13) Takin' Off (Roy Newman)
14) Catch On and Let's Go (Roy Newman)
15) Over Moonlit Waters (Cliff Bruner)
16) Yearning Just for You (Cliff Bruner)
17) When You're Smiling (The Whole World Smiles with You) (Cliff Bruner)
18) I'll Keep on Loving You (Cliff Bruner)
19) Star Dust (Cliff Bruner)
20) Easy Rider - Easy Rider (Buddy Jones)
21) Just Because You're in Deep Elem (Shelton Bros.)
22) A Precious Memory (Leon Selph)
23) Some Day (Leon Selph)
24) Mama's Gone Goodbye (Bob Dunn's Vagabonds)
25) Blue Skies (Bob Dunn's Vagabonds)
26) Mean Mistreater (Bob Dunn's Vagabonds)
Western Swing Chronicles, Volume 5 - Disc 2
1) When Night Falls (Bob Dunn's Vagabonds)
2) You'll Pay Some Day (Bob Dunn's Vagabonds)
3) You Don't Know My Mind (Bob Dunn's Vagabonds)
4) Graveyard Blues (Bob Dunn's Vagabonds)
5) I Want the Whole World to Know (Bob Dunn's Vagabonds)
6) Stompin' at the Honky Tonk (Bob Dunn's Vagabonds)
7) I'll Tell the Wolrd (She's a Good Little Girl) (Bob Dunn's Vagabonds)
8) Juke Box Rag (Bob Dunn's Vagabonds)
9) Marcheta (Bob Dunn's Vagabonds)
10) There Must Be Someone for Me (Floyd Tillman)
11) I Never Felt This Way Before (Floyd Tillman)
12) Swing Steel, Swing (Bill Boyd)
13) I Don't Get It (Bill Mounce)
14) From the Start (Bill Mounce)
15) It's Just My Imagination (Bill Mounce)
16) Kickin' It Off (Bill Mounce)
17) I Found a New Baby (Bill Mounce)
18) What's Bob Done? (Bill Mounce)
19) Bugle Two-Step (Sons of Dixie)
20) I'm Always Dreaming of You (Sons of Dixie)
21) Don't Ever Go Wrong (Sons of Dixie)
22) Mary Jane (Modern Mountaineers)
23) Takin' Off (Modern Mountaineers)
24) Baby, You've Let Me Down (Modern Mountaineers)
25) San Antonio Blues (Cliff Bruner)
26) Blue Over You (Tommy Dover)
27) I've Quit My Cattin' Around (Harry Choates)