There are the
Indiana Jones Omnibus Volumes 1 and 2. These in my opinion have the better stories. Volume 1 includes Fate of Atlantis...if you're a fan.
But there are also the
Indiana Jones Further Adventures Omnibus Volumes 1, 2 and 3. They contain the old Marvel stories, along with the Marvel adaptations from the films. Volume 1 has Raiders, Vol. 2 has Temple of Doom and Vol. 3 has Last Crusade.
If I had to buy only one, it would be Indiana Jones Omnibus Volume 1. But in the end, I say get 'em all!
And if you haven't yet...pick up this:
http://www.amazon.com/Indiana-Jones-Adventures-Philip-Gelatt/dp/1593079052/ref=sr_1_2?s=books&ie=UTF8&qid=1288821149&sr=1-2
It's cheap in price and it steals the show for Indiana Jones comic releases from the past couple of years. Fantastic artwork as well, really slick stuff. There is also a Volume 2, which is alright, and well worth a purchase, but not as good as the first one.
Hope this helps!