Gurren Lagann is one of my favorites, and the collector's editions are all pretty good but you'd probably be just as happy with a thinpak. The artbox with the first set is very striking from the side that faces outward, the bag that comes in the 2nd set surprised me with how well-made it is (about the size of a large purse or a small backpack, could fit a Wii but not quite a 360), and the full soundtrack and manga that comes in the 3rd set is well worth it if you're into those sorts of things. If it didn't take so long for a thinpak to come out, and if I didn't love cool artboxes and the great soundtrack I'd have probably skipped on the parts in favor of a full set.
I still can't see how Kirin remains blind to the character development, and can't appreciate Gainax's style of over-the-top action.