One more:
Chicago Blues - The Vee Jay Era (Charly) - 2 CDs
Out of print, but there are copies available on Amazon for about $20, including shipping, on Amazon http://www.amazon.com/gp/offer-listing/B000009QBV/ref=dp_olp_new?ie=UTF8&condition=new
Vee Jay played second fiddle to Chess in the Chicago blues market, but they released a lot of very fine blues sides, and this provides a very good sampling. Jimmy Reed, John Lee Hooker, and Memphis Slim were the biggest sellers on the label, but these CDs let you hear Snooky Pryor, Billy Boy Arnold, Floyd Jones, Billy Emerson, J.B. Lenoir, L.C. McKinley (an anomaly - a Chicago bluesman who played in T-Bone Walker's style), and Big Joe Williams (accompanied by Sam Fowler's wailing harp and almost free style drumming by Al Duncan), in addition to the big three names.
One to get before it becomes even rarer.
There's also Chicago Blues - The Chance Era, which is also great, but a bit more expensive
http://www.amazon.com/gp/offer-listing/B00000367F/ref=dp_olp_new?ie=UTF8&condition=new