You don't see them too much anymore, apart from the NOW ones. I used to love the double cds, filled with a cornucopia of cool and current artists. You could get them in all genres. It was one of the main pre-internet ways of exploring new bands without taking the risk of buying their whole albums. Great for walks in the summertime with your discman too as you had an excellent varied selection of happy/sad songs to keep you company 
My favourites were a series of early 00s rock/indie ones that my older brother used to get from Britannia, can't remember the name of them now but one had Swallowed by Bush, Place Your Hands by Reef and The Day We Caught the Train by Ocean Colour Scene on it. Proper hits of the summer I suppose today's equivalent is Spotify Discover, but it somehow doesn't seem the same.
What were your favourites?