The most comprehensive in-print anthology of Johnson's works is Donald J. Greene's volume in the Oxford Authors series, Samuel Johnson (Oxford: Oxford Univ. Press, 1984). It contains a great deal of Johnson's writings, and is relatively inexpensive. The only significant drawback is that it's too thick for a paperback binding, and handling it can be clumsy.
Another goodie is Samuel Johnson: Rasselas, Poems, and Selected Prose, ed. Bertrand Bronson, 3rd ed. (San Francisco: Holt, Rinehart, 1971). It's out of print now, I think, but can be had easily enough in second-hand bookshops. You might also try Samuel Johnson: Selected Poetry and Prose, ed. Frank Brady and W. K. Wimsatt (Berkeley: Univ. of California Press, 1977), and Samuel Johnson: Selected Writings, ed. Patrick Cruttwell (Harmondsworth: Penguin, 1968). There's a good discussion of what each anthology offers in Approaches to Teaching the Works of Samuel Johnson, ed. David R. Anderson and Gwin J. Kolb (New York: MLA, 1993), pp. 6-7.
There are also a few selections from specific works. You can get generous selections from the periodical essays, for instance, in Selected Essays from the Rambler, Adventurer, and Idler, ed. Walter Jackson Bate (New Haven: Yale Univ. Press, 1968). And some of the good bits in the Dictionary appear in Johnson's Dictionary: A Modern Selection, ed E. L. McAdam, Jr., and George Milne (New York: Pantheon Books, 1963). (There's also a cheap reprint of the Dictionary from Barnes & Noble — a facsimile of H. J. Todd's early nineteenth-century octavo edition. See my Dictionary page for details.)
This is part of a Guide to Samuel Johnson by Jack Lynch. Comments are welcome.