Yeah, too much at once is over-stimulation and I don't have enough time to digest it. It's like rushing through a huge museum and at the end you feel exhausted and can't really remember much. If a set has recognizable albums I'll usually listen to an album, repeat a few of the tunes that I liked and then put it aside for another day. Sometimes, like recently with the Bob Crosby set which turns out to be really engaging, I listen to one disk per day and repeat some items.
That Basie Roulette Live set is great! Desert island stuff.