Stick to the original labels unless you are looking for otherwise unobtainable titles or willing to take a chance.
There are several companies issuing out-of-copyright material on the cheap. The chances are that they are sourced from CDs or vinyl.
I have a few such multiple title sets on the Avid Jazz label. They are mostly used for casual listening. If I particularly like an album I will buy an original label one.
The Steve Hoffman Forum covers the topic somewhat.
Original labels sometimes issue such sets, which should be OK.