Don't worry about the comics being old. They are timeless classics.

This version with Scott holding Jean is the one to get --- it includes 138 and some extra stories, and it's cheaper right now on Amazon too. The one with Jean looking crazy just has 129-137 -- doesn't have 138 or any of the extra stories.

If you have some extra cash I highly recommend Proteus, which is the prologue to Dark Phoenix and a really classic story too. It will help you understand what's going on in Dark Phoenix -- it happens right before.

If you have $50 to blow the most complete collection will be Marvel Masterworks: The Uncanny X-Men Volume 4 & 5. That will give you #122-140 and the Annuals. However, I still think the extra stories in the Proteus & Dark Phoenix books are worth checking out.