Speaking after the fact, I know...
Tony: the (In)Complete box is really nice, in my opinion. For myself I did just as a few others did: bought the box, got rid of the single CDs, and then also got the Deluxe sets (including Ballads).
You'll have to get the Atlantic (am I speaking after the fact here, too, and you just didn't tell us yet? Or is your wife looking over your shoulder? )
Get the box if you want it all in a nice package, get the European Rhino (jewel case) reissues if you want the fine sound (though I didn't check any of the Tranes out, myself, and won't, as I love the box - hell, my first ever boxed set of CDs).
Then, "Africa/Brass" is a very fine 2CD set, as has been said. It was among my first Coltrane CDs (just after the Atlantic, which was THE first Trane, if you don't count a tape of "My Favourite Things" I made from the library, and my fathers LP of "A Love Supreme," which I wasn't able to dig back then [i was fourteen]).
And if you feel like checking post-Love Supreme trane: go directly to "Sun Ship" (part of the [in]Complete box) to hear some of the most accessible (and beautiful) free jazz ever recorded!
ubu