That the fact that this box set includes The Killer is worth buying it alone. As so far as I've seen it's by far Woo's best movie and its what got me into his movies.
Bullet in the Head, (although Woo's usual leading man, Chow Yun-Fat does not appear in it), it is still a worthy addition to the set, as well as containing some of Woo's longest and best actions sequence's like most of Woo's movies it packs an emotional punch as well (even the english dubbing is convincing)
Although Once a thief may not be to everyone's taste, I feel its an appropriate way (and stroke of genius) to end the three movies, as its comical appeal and ending help balance out the depressing atmosphere of the previous two, and at £5.99 its no wonder its sold out.