Collecting those big DC omnibuses isn't as straightforward as grabbing a standard paperback. Amazon carries most of the major collected editions, from the 'Absolute' line to the thick trades, but the truly comprehensive sets, especially the out-of-print ones, command insane prices on the secondary market. For a budget-friendly deep dive, I'd watch Humble Bundle like a hawk. They've had some stellar DC bundles in the past, giving you dozens of digital volumes for a fraction of the cover price.
Local comic shops are a must for browsing the physical stuff, as they can sometimes order specific collections you're after. But honestly, if you want the literal complete collection, that's a multi-year quest and a second mortgage. It's often more realistic to target specific runs or characters. I'm still trying to find a decently priced copy of 'The Invisibles' omnibus without selling a kidney.
Forget buying it all in one go. Nobody sells a single 'Complete DC Collection' unless it's some sketchy bootleg on eBay. The universe is just too massive. Building it piecemeal, through sales and used bookstores, is the only way I've made any progress.