Delphi Classics sells compilations of the complete works of classic authors. Yes, they are out of copyright and you can find many of them on Guttenberg but these editions have much value added.
First, they are well formatted and of those I've seen all were free of errors.
Second, they have a TOC to all the author's works and another TOC within individual works.
Next, they include all the author's works including essays, plays, poems and often the extent library of the author's letters. They continue to add new authors so if one you're looking for isn't available it pays to check back.
These books cost from .99 to 2.99 for the complete sets and, of course, they are DRM free. The major online bookstores are starting to carry them now or you can get them directly from the publisher at: