Heh heh. I got them when the second book was still new! I have all the hardcover, paperback, australian paperback (shipping was costly on that one!), and the audio tapes for each one. And belive it or not, I actually typed them. Well, I never got around to finishing BoD. It's just for reference should I need to find any information in them.
I have the collection in hardcover from the first US release: 1995, 1996 and 1997. They are all enjoyable reads in their own right, and they make up the best auxillary material to any computer game I have ever played.
If you look at the acknoledgements page before each book you will find some interesting names. At least one should be very familliar if you've played Uru.