The big question is, do you care about 4K?
Anyways, here is what I recommend for standard Blu.
The "Alien: Anthology" is going to be the centerpiece of your collection. It includes all four original films, with both cuts of each film. Make sure you get the six disc version, since that will include all of the bonus content. The Anthology set has some of the best bonus material I've ever seen put to disc.
For Prometheus, you're going to want the 3D Collector's Edition. Even if you don't care about 3D, that release is the only way to get the extra bonus material.
For Alien: Covenant any Blu-ray release will do. It is probably out of print by now, but on the off chance you're able to find it, the Target exclusive version actually comes in a cool little art book as packaging. But the disc content is the same on any Blu-ray release.
Now, if you care about 4K, Alien, Prometheus, and Alien: Covenant have 4K releases. You're going to have to double dip on Alien and get both the Anthology and the Alien 4K if you want to have Alien 4K but also have Aliens, Alien 3, Alien: Resurrection, and all of the bonus content. For Prometheus I think you might have to double dip as well there if you want the bonus content (from the Collector's Edition) and the 4K release of the film. The bonus content on the 4K Alien: Covenant overlaps with the Blu-ray, however, so if you get the 4K release there you can actually skip getting that Blu.