Embedded Player Jazz critic Kevin Whitehead reviews some box sets you might want to consider (or not) for holiday gifts: The Complete Miles Davis Live at Montreux 1973-1991 (Warner Bros); The Classic Blue Note Recordings of Wayne Shorter; The Classic Columbia and Okeh Joe Venuti and Eddie Lang Sessions (Mosaic); Billy Eckstine: The Legendary Big Band (Savoy); The Definitive Sarah Vaughan (Verve/Blue Note).