Are you opposed to downloading? Because if not, you could make a great collection out of handpicking songs from various albums on iTunes, Amazon, etc. Some great compilations with deeper cuts (Summer Love Songs, Greatest Hits Vol. 3) are much easier to find that way too.
Edit: correct me if I'm wrong, but didn't the boys personally pick the songs on The Warmth of the Sun?
I download a lot, iTunes is my main source of music nowadays, but I'm not really into downloading just one track (don't ask me why, it just feels weird for me like I'm missing out on something if I don't get the full album) and like I said, I'm on a budget. I'd rather buy one comprehensive but reasonably priced collection rather than buy several different ones and end up spending over 30 bucks. If I wanted to do that or were able to do that, I would buy the individual albums of my choice. Though to be honest, if they released a box set of all of the original albums like the Beatles did, I would totally buy that but that seems unlikely.
And yes, they did pick the songs on Warmth of the Sun but I mean individually, each having a disc to themselves.