The best Elvis box set around is now (mostly) online at the iTunes Music Store. That would be Elvis Presley: The King of Rock‘n’Roll: The Complete 1950s Masters. It’s only available by the song, but there are some great tunes on that set that are only available there, as far as I know, such as a full disc of a live performance from the 50s.
I also have to confess that I have in the past bought two albums by Dread Zeppelin, the short-lived reggae Led Zep cover band fronted by an Elvis impersonator, whose octave-lower version of Robert Plant sounds uncannily like the real thing. Dread Zeppelin’s first album, including their Elvis-meets-Zep “Heartbreaker (at the End of Lonely Street), is available at the iTunes store.
And, to rectify my embarrassing admission of lack of taste, let me point out that eMusic has lots of early Sonic Youth rarities, including b-sides and live performances.