I've really enjoyed the Sony/Columbia-Legacy Byrds set.
Also: mentioned on here recently, the Leonard Cohen set. Of course this was just a packaging of his first ten, or so, studio releases.
I'm a big honky-tonk fan, so I also love the Patsy Cline box set, which IIRC was done by the Country Music Hall of Fame, and overseen by Emmylou Harris.
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