I have one Adventurer with the Sam and Max Outlaws comic, but most of the rest of the shorts are in the Surfin' the Highway collection.
And I forgot, but yes, if you live in Europe, it's cheap to buy Sam and Max along with Day of the Tentacle. Another option is getting that 4 Pack for XP only in Europe that had Sam and Max, Day of the Tentacle, Grim Fandango, and Full Throttle. But I think that one is well out of print.
Hey you guys want to know something funny? When I was young I took the "Crimestone Coloring book" seriously and proceeded to color all of the manual and most of the hint book. Did alright too.