I do like the old big boxes... but they were difficult to store and the made everything look messy.
The only big boxes I still have around are:
Empire Earth (with its rather massive manual)
Ceasar III (special edition which came with a rather large manual and a big encyclopedia about the Roman Empire, I was really into Romans at the time and got it as a birthdaygift)
Also have the big Myst 10th anniversary DVD edition
Which is one of my most prized possessions... though I am not good at the games the graphical quality is amazing. I finished playing Exile a few days ago.