If you're like me and prefer reading print books, there's an excellent (and very comprehensive) collection of Orwell's letters, essays and journalism. It's slightly difficult to track down but worth the effort.
There's also the 20-volume, 8500-page Complete Works, which I first saw on the bookshelf of Christopher Hitchens in some interview video. Much more difficult to find [0].
Thanks! I've been looking for something just like this and ended up getting stuck in a maze—there are a lot of uncompelling editions out there. I'm going to try to track this one down.
http://www.godine.com/search.asp?search=orwell