I have pretty much all of the US released Godzilla films. I recommend the newer Classic Media releases since they are of fairly high quality.
I'm still avoiding the temptation to buy the double feature dvds released by sony though. They say widescreen but they are cropped fullscreen. This is overly obvious on Godzilla Vs Spacegodzilla.
Once upon a time I picked up a three pack Godzilla set at FYE for cheap. It was like 10 dollars for the 1998 Godzilla (meh), Godzilla vs Hedora, and Godzilla vs Gigan I believe. Except for that sale set I've found it cheaper to just pick them up individually, especially since most sets already contain DVDs I already own.