Reddit reviews The Principal Upanishads: Edited with Introduction, Text, Translation and Notes (English, Sanskrit and Sanskrit Edition)

> I basically want to order everything and feel that I have a complete set of all the cherished ancient texts.

That's a bit like boiling the ocean. I think that a better strategy is to survey the list of available texts by reading articles from the internet, and then dipping into what appeals to you.

The major texts IMO are as follows:

1. The Vedas, of which there are four. Hardcore Hindus may recommend that you own and study the Vedic texts, but personally, I feel that reading translations of the Vedas which are meant to be heard is missing the point, and vedic sanskrit is very difficult to understand anyway, so you're better off skipping these.
   
2. The Upanishads, which are the knowledge portion of the Vedas. There are 108 main upanishads, of which around 10 - 13 are considered more important than the others and have been the subject of commentaries by major acharyas.
   
3. The Brahma Sutras, which was an early attempt at forming a coherent philosophy from the Upanishads. Several commentaries exist for the Brahma sutras as well.
   
4. The Bhagavad Gita, which is supposed to be a condensed version of upanishadic wisdom. The major upanishads, the Brahma sutras and the Bhagavad gita are collectively called the prasthAnatrayi, and they're important from the viewpoint of a collection of Hindu philosophies called the Vedanta.
   
5. The epics, Mahabharata and Ramayana. The Bhagavad Gita is in the Mahabharata.
   
6. The puranas, of which there are 18 major ones and 18 minor ones. Here I'd recommend you read what appeals to you - if you are into Krishna, read the Srimad Bhagavatam and if you're into Devi, read the Devi Bhagavatam, etc. The puranas and epics are supposed to convey the wisdom of the Vedas to common people in a manner that's relevant to daily life and practical religion.
   
7. Central books on the different schools of Hindu philosophy: the Yoga sutras of Patanjali and its commentaries, the samkhya karika by Kapila, the different schools of Vedanta, etc. Again, get an overview and dig deeper into the ones that appeal to you.
   
   Personally, I'd recommend the prasthAnatrayi, the two epics, and a purana or two (or three: one each from the Vaishnava, Shaiva and Shakta traditions) that gives you an overview of mythological Hinduism. In addition, go through a few overview texts to get an idea of schools that resonate with you (perhaps Kashmir Shaivism, for e.g.), and then go into books of those.

Juan Mascaro's is quite poetic, but not very accurate.

I quite like Sarvapelli Radhakrishna's translations and commentary.

https://www.amazon.com/Principal-Upanishads-Edited-Introduction-Translation/dp/8172231245/

Swami Gambhirananda's translation is good too, and it has Sankaracarya's commentaries:
https://www.amazon.com/Eight-Upanishads-Commentary-Sankaracarya-Vol/dp/8175050160

Swami Prabhavanada and Swami Nikhilananda also have translations that are quite good.

Om Tat Sat Om!