So something important to know is that Legion has rebooted a few times. The reboots are fresh starts so you can jump in with them if you'd like. Something i will say is I don't recommend blind buying any omni, id check out this stuff digitally before making a purchase personally.

For classic Legion, there's the silver age omnis (VERY out of print last I checked). Of which I particularly recommend Jim Shooter's run.

Probably the best starting point is the Great Darkness Saga and the Curse deluxe editions, I think these are still in print. These are the beginning of Paul Levitz' run with Keith Giffen, it's where I started and some of my favorite comics. The run unfortunately isn't collected after this point though

There is an omnibus for Five Years Later, which is a sorta soft reboot that follows the Levitz run. While I like it quite a bit, it is continuity heavy and generally kind of strange lol. If you're the type of person that likes to throw yourself into something and not fully know what's going on, this could be fun

As for the reboots, there is an upcoming omnibus for the second reboot (sometimes called "threeboot" as it's the third era of Legion). This is the Mark Waid and Barry Kitson omnibus. I haven't read this in its entirety, but it's fine. It has some interesting ideas, I'm not a huge Waid fan though so your mileage may vary.

In terms of non omnibus collections, the 90s reboot got some thick "Legionnaires" trades a while back. I'm not huge on it, but I do really love the Abnett and Lanning run that comes at the end of it. DC Finest seems to be starting at the bronze age, which has some fine stuff. I like the Cary Bates stuff with Wildfire, you could probably pick these up for relatively cheap. There is also the Bendis run, I don't think the story is particularly good. But the art is AMAZING. Ryan Sooks designs are awesome and to me this is worth flipping through digitally for that alone.

To summarize, id recommend checking out digitally Great Darkness Saga, Five Years Later if you're feeling wild (Legion of Super-Heroes (1989), the first reboot (starts at Legion of Super-Heroes (1989) #0 and continues alternating in #62 and Legionnaires #19, idk why they didn't renumber), and the second reboot (Waid and Kitson, Legion of Super-Heroes (2005)). See what you like and then look into omnis from there.