For me, the most frustrating part of finding Jack's programs on DVD is knowing what episodes are on what discs.
Thanks for the review Jack Benny, I agree. Posting in the $1 DVD thread I had this same issue, but after much work with my abacus and slide rule, I've come to the conclusion that if you pick up this Madacy set, find the Dollar Tree "Volume 2" DVD that includes the Julie London/Toni Marcus show, and the '65 "Jack Benny Hour", you've got pretty much everything that has been released commercially in the last couple of years. If you're outside the Dollar Tree chain area, you can pick it up cheap on E-bay. You can recognize it because it has a pic of Jack, Mary and Joan on the cover (though it doesn't contain that episode - plus it says '3 half-hour episodes' though it is really 2 half-hours plus the hour special).
Platinum has a 5-episode disc with the film remake of the "Jack Alone on New Years" show, not included on any other release I know, but the quality is horrible.
If you go back a few years to the late '90s, MCA did a series of official VHS volumes, with 2 episodes each, now out of print, of which I have a few. Not the greatest selection of episodes, most were from very late in the show's run, but they're still fun and very nice video quality. With the exception of the Christmas shopping show, none of these have shown up on the public domain releases.