My top 3 recommendations based on your criteria:
1) Planetary Omnibus
2) Animal Man Omnibus
3) Sleeper Omnibus
I can't recommend Planetary enough. I've heard the build quality is decent (I own the Absolutes). It's entirely self-contained, the art is amazing, and each issue is just so carefully crafted. It's one of my favorite stories ever.
I'm also quite fond of the Animal Man Omnibus. Some say the art is an issue, but for a child of the early 80s, I found it nostalgic (and I liked it). I'm still amazed at how groundbreaking this story was at the time and it's quite a bargain for the build quality and content.
The Sleeper Omnibus is also recommended as it's self-contained and the first season is amazing, but personally I think the second season isn't nearly as interesting. Something happens at the halfway point and I feel like it never quite lived up to its potential afterwards. I like Criminal way better, but it's still a good buy for the price point and I don't regret buying or reading it one bit.
As a final note of caution... I hate to do it, but I gotta say that I did not like X-Statix... At all. I read almost nothing but positive reviews for it on these forums, but for some reason, I just don't get it. I spent $35 on that omnibus and sold it within a week after I read about 700 pages of it... I just couldn't finish it. The art is bold and might be off-putting for some, but it was actually fine for me (I really like Allred's work on Madman)... I just couldn't take the tongue-in-cheek "humor" (it was more awkward than funny... like when someone makes a bad joke and you're obligated to chuckle). Besides the bad humor, I think my big problem is with the tone of the series. It never quite knows what it wants to be, and it ends up being nothing. It's just kind of... there. And not funny. Which it's trying to be. Anyway, you might like it, and it seems like it's more liked online than at my local LCS (where I know at least 2 other people that hate it worse than I do... with a passion).
Anyway, if you're willing to pay a little bit more, there's always Colossal Conan or Invisibles. Or Big Damn Sin City.