So I finally broke down a couple weeks ago and ordered my GURPS Dungeon Fantasy Omnibus from Lulu. Overall I like the results:
http://gurpsland.no-ip.org/DFOmnibus.html
It contains all 15 DF books, plus DF Monsters, DF Adventure 1, the two DF Pyramid magazines and a handful of DF Articles, coming in a bit over 700 pages.
One thing I'm a little disappointed with is that the color images came out extremely dark, however the grey-scale images used through most of the books came out pretty nicely and the text came out very clean.
EDIT: The total cost was only $53 including Shipping.