The only part of the Compilation I've seen/played is AC. I have Dirge of Cerebus somewhere, but never got around to playing it (probably for the best).

I agree with WK on Advent Children. AC was some flashy graphics and cool scenes and yes, there was Sephiroth. But that's all that can be said for it. The story was borderline nonsensical and there was almost nothing in the way of character development; hell, the non-Cloud and Tifa characters only really had cameos.