Omnibuses.
It's treated as a noun in English, and therefore gets an English plural, I reckon.
Although I'd rather not have a bulky paper book, I think I'd also prefer to get the volumes separately in ebook form. I'd like to be able to buy them as a group, but have them delivered as separate items, rather like the Baen Bundles. It's easier to see where you are in the book with a single volume, and on the Kindle, you only get one level of chapter markings, which in an omnibus means you get three book-sized "chapters".
(Four of my last five books have been from omnibuses (<-- look!), two paper and two electronic. All of them could have been better to use.)