For Christmas this year I bought myself The Complete New Yorker, which is an 8 DVD collection of all 4,109 issues published between February 1925 and January 2005. It's got a nice interface, is reasonably searchable, and the scans are good enough to read them on screen without strain. Printouts of the pages don't look as nice as the original magazine (or quite as nice as on screen, oddly enough), but it's perfectly acceptable.
Because I run Linux and the proprietary software only runs on Windows and Mac OS/X, I run the software through VMware, which allows me to run a virtual computer with Windows installed.
I spent a few evenings trying to get the DVD's backed up to a hard drive so I wouldn't have to continually swap the physical media to access all the content. I was finally successful using Alcohol 102% to back up the data. Then, using Daemon Tools, I can mount the DVD images as though they were physical media and the New Yorker viewer works.
There's still something not quite right about this, though. Even though Daemon Tools allows you to have as many "drives" connected as you want, the New Yorker viewer will only recognize one of them. That means you can't just connect them all and have the viewer grab whatever content you're looking for. I'm not sure if this was intentional or not, but it's unfortunate. Instead, when you choose content that's on one of the other disks, you have to click the Daemon Tools icon and choose the proper image.
The other quirk is that the order of operations appears to matter. To make it all work, you need to mount one of the DVD images with Daemon Tools, start up the New Yorker viewer, and then choose content that's on a different disk than the one that's mounted. If you try to access content on the currently mounted disk, the reader never opens, and if you try to mount a DVD after you've started the program, it doesn't work either.
One other note -- VMware has the ability to connect disk images to what Windows interprets as physical drives, but this doesn't work with the New Yorker DVD's. It's not completely clear why, since Daemon Tools is basically doing the same thing from within Windows, but I think it's either that VMware isn't completely emulating a DVD drive when using an image (the drive looks more like a CD-ROM drive in Windows), or that the copy protection on the original DVD's isn't emulated.