Yeah, they're big, they're expensive, but they're also just so damn cool. So what do ya got? -note- this doesn't include 2-CD sets, 'cause that's just too easy.

Here's mine:

Rolling Stones - The London Years singles
The Who - 30 Years of Maximum R&B
Nuggets 1
Nuggets 2
Beach Boys - Good Vibrations
Beach Boys - Pet Sounds sessions
ABBA - Thank You for the Music
Bob Dylan - Biograph
Bob Dylan - Bootleg Series vol. 1-3
Velvet Underground - Peel Slowly and See
James Brown - Star Time
The Jam - Direction, Reaction, Creation
Jimi Hendrix Experience - um, whatever that title was...
Smashing Pumpkins - The Aeroplane Flies High
Phil Spector - Back to Mono
Chuck Berry - Chess Box
Miles Davis - 6 of 'em!
John Coltrane - 3 of 'em

Just a few:
B. B. King: King of the Blues
Santana: Dance of the Rainbow Serpent
Iced Earth: Dark Genesis
Wynton Marsalis: Live at the Village Vanguard
Wynton Marsalis: Swingin' into the 21st (not really a box set by definition, but it is a sequentially released set of 8 discs that are numbered)

ELP - Return of the Manticore
Iced Earth - Dark Genesis
Iron Maiden - Best of the Beast (OK, it's only 2 CD's, but the box rocks)
Led Zeppelin - 4 CD Set
Pink Floyd - Shine On
"Weird" Al Yankovic - Al in the Box

Led Zeppelin - Remasters (3 disc)
Billy Joel - The Complete Hits Collection (4)

Led Zeppelin- 4 Disc set
Alice in Chains - Music Bank

The Who - 30 Years
Springsteen - Tracks
Elton John - To Be Continued
Genesis - Archives 1
Genesis - Archives 2
Jimi Hendrix Experience
Like Omigod. The 80's Box
Police - Message In A Box

Aerosmith - Box of Fire
Aerosmith - Pandora's Box
Black Crowes - Sho' Nuff [1st 4 CDs + LIVE EP]
Garth Brooks - Limited Series
Jimmy Buffett - Beaches, Boats, Bars, and Ballads
Johnny Cash - The Essential Johnny Cash (1955-1983)
Cheap Trick - Sex, America, Cheap Trick
Eric Clapton - Crossroads
Alice Cooper - The Life & Crimes Of Alice Cooper
Def Jam Music Group 10th Anniversary
Doobie Brothers - Long Train Runnin'
Earth, Wind & Fire - The Eternal Dance
Fleetwood Mac - The Chain
Merle Haggard - Down Every Road
Waylon Jennings - Only Daddy That'll Walk The Line: The RCA Years
Billy Joel - The Complete Hits Collection 1973-97
George Jones - The Essential George Jones - The Spirit Of Country
Journey - Time3
Chris Ledoux - Capitol Collection 1990 - 2000
Led Zeppelin - Boxed Set (4 & 2 Disc sets)
Steve Miller - Box
Willie Nelson - Revolutions Of Time: The Journey 1975-1993
Stevie Nicks - Enchanted: The Works of Stevie Nicks
Tommy Boy's Greatest Beats
Tom Petty - Playback
Elvis Presley - Elvis The King Of Rock 'N' Roll-The Complete 50's Masters
Elvis Presley - From Nashville To Memphis - The Essential 60's Remasters I
Elvis Presley - Command Performances: The Essential 60's Masters II
Elvis Presley - Walk a Mile in My Shoes: The Essential 70's Masters
Prince - The Hits/The B-Sides
Kenny Rogers - Through The Years
Smokey Robinson & the Miracles - 35th Anniversary Collection
Bruce Springsteen & E Street Band - Live 1975-1985
Bruce Springsteen - Tracks
Statler Brothers - 30th Anniversary Celebration
Rod Stewart - Storyteller: The Complete Anthology
George Strait - Strait Out of the Box
Weird Al Yankovic - Al in the Box
Hank Williams, Jr. - Bocephus Box 1979 - 1992
ZZ Top - Six Pack

The Clash - On Broadway
The Velvet Underground - Peel Slowly and See
The Beach Boys - The Pet Sounds Sessions
Jimmy Buffett - Beaches, Boats, Bars, and Ballads
Johnny Cash - The Essential...
Johnny Cash - Love, God, Murder
Marvin Gaye - The Master 1961-1984

I think that's it.

The Clash - On Broadway
Donovan - Definitive Collection. Only 2 CD's but it was in a box
Pink Floyd - Shine On

Alice In Chains - Music Bank
Tom Petty - Playback
Smahain - Box Set

I have the following:
velvet underground "peel slowly and see" 5-cd box set
spiritualized "let it come down" 12-cd box set. Each cd contains one song.
belle and sebastian "lazy line painter jane" 3-cd box set
guided by voices 5-cd box set

Off the top of my head:

Depeche Mode - Singles 1-6
Depeche Mode - Singles 7-12
Depeche Mode - Singles 13-18
Erasure Singles 1
Erasure Singles 2
Erasure Singles 3
Erasure Singles 4
Joy Division - Heart & Soul
Led Zeppelin (4 disc)
Led Zeppelin (2 disc)
Pet Shop Boys - Originals (3 disc: Please, Actually, Behaviour)
Pink Floyd - Shine On

-matt

AC/DC - Bon Fire
The Buddah Box
Life and Crimes of Alice Cooper
Willie Dixon Chess Box
The Doors
BB King
King Crimson - Great Deceiver
Led Zeppelin (4 disc)
Led Zeppelin (2 disc)
Steve Miller Band
Who - 30 Years of Maximum R&B
Hank Jr. - Bochepus Box

With the exception of the King Crimson box, all were purchased at at least 60% off through the record clubs. It's the number one reason to be in one, IMHO.

Bowie "Sound and Vision"

Led Zeppelin box set


after that I quit buying box sets because they were to awkward to store

Pink Floyd - Shine On
Les Miserables - Symphonic Edition

Velvet Underground: Peel Slowly and See (5 discs)
Velvet Underground: The Quine Tapes Vol. 1 (3 discs)
Los Lobos: Mas y Mas (4 discs)
Phish: Hampton Comes Alive (6 discs)
Phish: Live Phish Vols. 1-6, 7, 9, 10 (3 discs each)
Widespread Panic: Live in the Classic City (3 discs)
The Who: 30 Years of Maximum R&B (4 discs)
moe.: Warts and All Vol. 1 (3 discs)
Bob Marley: Songs of Freedom (4 discs)
Grateful Dead: Live at the Fillmore East (4 discs)

Cocteau Twins - CD Single Box Set
Miles Davis - Bitches Brew Complete Sessions
Miles Davis - In a Silent Way Complete Sessions
Miles Davis & John Coltrane - The Complete Columbia Recordings 1955-1961
Monterey International Pop Feastival
Essential Johnny Cash
Johnny Cash - Love, God, Murder
Emmylou Harris - Portraits
Pasty Cline Collection
Jimmy Buffet - Beaches, Boats, Bars, and Ballads
George Carlin - 1971-77-Little David Years

The Who- 30 Years of Maximum R&B
Pink Floyd- Shine on
The Doors- The Complete Studio Recordings
Nirvana- Nevermind
Led Zeppelin- Remasters
The Moody Blues- Time Traveler
The 4-disc Woodstock Box Set

The Doors- Best of (2 disc)

Misfits -Coffin Box set (4 discs)

Merle Haggard- Down Every Road (4 discs)

Slayer- Decade of Aggression (2 discs)

Smashing Pumpkins- The airplane flys high

The Police- Message in a Box (4 discs)

The Police - Message In A Box

The Jimi Hendrix Experience

Jimi Hendrix - Stages

Smashing Pumpkins - Aeroplane Flys High

Steely Dan

Elton John - To Be Continued

Rod Stewart - Storyteller

Bruce Springsteen - Live

Cream - Those Were The Days

Eric Clapton - Crossroads 2: Live in the Seventies

Kiss

Paul Simon

Bob Dylan - Biograph

Led Zeppelin

Velvet Underground - The Quine Tapes...does that count?

Velvet Underground/Peel Slowly and See
Nuggets 1
Nuggets 2
Rolling Stones/London Years Singles Collection
Willie Nelson/Revolutions of Time
Robert Johnson/Complete Collection
Miles Davis/Complete Columbia
Charles Mingus/3 cd set

I can't recall the others right now

Yeah, forgot about that one. Since it's a 3-disc set, I'd count that as a box set (so chalk one up for me too).

The Doors - Complete Studio Recordings

Led Zeppelin - Complete Studio Recordings

The Smashing Pumpkins - The Aeroplane Flies High

The Band - The Last Waltz

The Grateful Dead - The Golden Road (1965-1973)

The Grateful Dead - Ladies and Gentlemen...(Filmore '71)

The Grateful Dead - Steppin' Out With The Grateful Dead (Europe '72)

Not many...

Eric Clapton: Crossroads
AC/DC: Bonfire
AC/DC: Live
The Who: BBC Sessions

Yeah, I also forgot about the Quine Tapes. Editing my previous post...