I like the box set - it's a terrific way to start a collection if you don't have one already. It's got a good mix of vintage SS and new celebrity songs. I also like the 25th Anniversary special - it's not an episode, but it has a good collection of clips and includes most of the characters.
The CD version of "Sesame Street Celebration" came with a little photo album that is, indeed, incredible - but those of us who could only find the cassete version aren't as lucky.
I try to write reviews for SS stuff at Amazon.com if you're interested in my take on them - you can find me there as Michele S. Hays or haysnospam.