Reddit mentions of Vaughan Williams: The Collector's Edition - 30 CDs

A few to consider, some more affordable than others:

• Complete Webern
  
• Complete Varese
  
• The DG Complete Beethoven Edition (if you can find it anywhere)
  
• The Philips Complete Mozart Edition (if you can find it anywhere)
  
• Steve Reich
  
• Philip Glass
  
• Handel - Orchestral Works
  
• Bach - Orchestral Works
  
• Ravel - Complete Edition
  
• Debussy - Complete Edition
  
• Shostakovich Edition (one of the few Brilliant Classics box sets I can wholeheartedly recommend, unlike many of the others which can be a bit patchy)
  
• Strauss - Complete operas
  
• Wagner - Complete operas (Solti)
  
• Boulez - Bartok
  
• Boulez conducts Schoenberg (far from complete, but this about the best you can do)
  
• Boulez - Stravinsky
  
• Various Bach choral stuff - Gardiner
  
• Stravinsky
  
• Alban Berg Collection
  
• Berlioz - Complete orchestral works (Davis)
  
• Brahms - Complete Edition (absolutely superb collection)
  
• Britten conducts Britten + operas 1 and operas 2 + Complete Britten
  
• Sibelius - Symphonies and tone poems
  
• Elgar - Collector's Edition
  
• Vaughan Williams - Collector's Edition
  
• Barber - orchestral works (Alsop)
  
• Scriabin - Piano works
  
• C.P.E. Bach Edition
  
• Corelli - Complete Works
  
• Telemann - Tafelmusik
  
• Schubert - Masterworks (Brilliant Classics - not always the best recordings, but for the amount of stuff you get, worth the money
  
• Poulenc - complete works
  
• Messiaen - complete edition
  
• Mahler - complete edition (the symphony recordings here are a representative cross-section, you might want to supplement it with another complete cycle, e.g. Solti, Bernstein, Abbado, etc.)
  
• Liszt - Complete piano music
  
• Janacek - Operas
  
• Haydn - Symphonies (Hogwood), not complete, but as close as anyone has come to it
  
• Mozart - Symphonies (Pinnock) - an alternative to Mackerras
  
• Bartok - Piano works
  
• Debussy - Piano works
  
  If you need anything more specific than that, let me know and I'll try to recommend something.
  
  If you have a look in the "Customers Who Bought This Item Also Bought" section for any of these, you'll find many more.

That DG set looks awesome. Might have to be a Christmas present this year.

Some of my favorites are the EMI Elgar and Vaughan Williams sets, the Stravinsky collected works, and the big RCA Toscanini set.