Those collections are out there man and can be had fairly cheap. The "Silver Screen Collection" is very nice, highlights all the Paramount movies in particular Duck Soup and Animal Crackers, but I found it not to be too durable. I have a couple of the discs that scratched very easily and destroyed 'em.
As for the "Marx Brothers Collection", it highlights all of the MGM movies especially "A Night At The Opera" (which may be the best of their work). Also "At The Circus" features the wonderful "Lydia, The Tattooed Lady" by Groucho.
I can't pick between the two, as I love most things Marx. But if I had to get one or the other...get the "Marx Brothers Collection" for it's highlights and I've found it to be far more durable.
Enjoy my friend.