IIRC, most of the books are just collections of a certain group of them.
Like the first one collects up to one point in time, then the next from there, etc.
The Big Book and Huge Book collect more of them in a bigger size. I only have Big Book (of those two, plus a few of the smaller ones) and it's a "best of" + ones left out of the earlier books.
I'd probably grab The Big Book first and then The Huge Book before getting into the smaller collections. I don't believe they've even collected any of the ones he's done in the last decade or so.