For his Keystones, pretty much all the "collections" are of near-unwatchable quality. A few properly made silent comedy sets contain great prints, but really just in Slapstick Encyclopedia (from Image). However, there is a massive restoration effort going on at the British Film Institute to restore all of Chaplin's Keystone shorts (except for the sole lost one).

The Essanay shorts have three terrific volumes from Image. DON'T get the 7-disc set with Mutuals and Essanays...

The Mutuals are going to be re-released soon in a new 4-disc set that has brand new remasters and orchestral scores. The current DVD's have too much video noise and very bad snythesizer music.

Here's the three Essanay volumes (cheapest on Overstock.com):
http://www.overstock.com/cgi-bin/d2.cgi?cid=54554&PAGE=PRODUCT&PROD_ID=473319&fp=F&siteID=GYlB7G134v4-dFsZ5kGdShspfHuIVvvBAA&cid=60488&fp=F
http://www.overstock.com/cgi-bin/d2.cgi?cid=54554&PAGE=PRODUCT&PROD_ID=232114&fp=F&siteID=GYlB7G134v4-wXYX4nA0qJxEEVu8yjwg1Q&cid=60488&fp=F
http://www.overstock.com/cgi-bin/d2.cgi?cid=54554&PAGE=PRODUCT&PROD_ID=510124&fp=F&siteID=GYlB7G134v4-ozw314hsdh1At7QK20ThTw&cid=60488&fp=F

The new Mutual set (cheapest on DeepDiscountDVD):
http://www.deepdiscountdvd.com/dvd.cfm?itemid=IMA002477&promotion=y