"A Song of Ice and Fire: Complete Edition" by George R. R. Martin
It's not really "complete" but an eBook of the first 4 in the series (book 5 isn't out yet).
Just finished "Game of Thrones" which was amazing, but I'm no where near finishing the whole thing.
I love it, 4 long books in one which should keep me occupied for a while, then the last book to look forward to next month. The formatting etc was just plain awful though, a really lazy effort from Harper Collins :\
I might still buy the actual books to keep on my shelf.