http://www.discogs.com/Nina-Simone-Anthology/release/643211. It covers all of the three labels she recorded for at the height of her powers (Colpix, Phillips & RCA), while most other compilations focus on one label or another. If you want to go deeper after that (and you will), there are a lot of great label-specific compilations ('Sugar In My Bowl', covering her RCA years, is one of the best of these), and the original albums themselves.

Francis.