2 ways to approach it:
(1) the best "best of"/"greatest hits"/retrospective of bands that have multiple "best of"/"greatest hits"/retrospective collections
(2) "best of"/"greatest hits"/retrospective collections by bands you love and that you like to listen to as albums in their own right even though you love all the band's studio albums too.
Two examples (of both categories, as it turns out):
*The Cure — Standing on a Beach (aka Staring at the Sea). Fantastic collection of the band's singles over the first decade of their career. Far superior to any of the other retrospectives (Greatest Hits, Galore) and great to listen to to hear their sound change, sometimes dramatically, across the course of that first decade.
*Simple Minds — Early Gold. Seriously good compilation of the best songs from Simple Minds when they were good (Life in a Day through to New Gold Dream). What's inside is exactly what it says on the tin, and another collection that is perfect for featuring nothing but quality songs at the same time as it shows the band's changing sound across its early (best) years.