I'm not Jewish but do you mean the Talmud or the Tanakh? The Talmud is actually two collections of commentary on The Law and each prints out to about two dozen volumes: The Tanakh is the Hebrew scriptures more vulgarly known as The Old Testament (please review the etymology of testament).
Yes, I have the complete Soncino Hebrew-English edition. It takes up about 6 feet of shelf space, give or take. I also have a CD which I bought on eBay that's a ripoff of the Soncino edition--fortunately I only paid $1 for it because that's all it's worth--about 1/3 of all of the tract ates, and just .PD files at that.
I don't have a complete collection of the Talmud, but I have a smaller condensed version that goes over some things here and there.
It's too costly for me to own, so I just look on the web for it.
Actually, I bought a copy of the Babylonian Talmud (e-book) from Amazon. I'm still in the processing of figuring out if it was worth it (99 cents, so it's probably worth it, but....!)
We have four sets of the Babylonian Talmud in our home. We also have a couple volumes of the ArtScroll.
We also have one CD version which one of my sons received as a present several years ago. I have never used it but my father-in-law often borrows a CD.
I'm glad Aryeh answered this before me - my husband's a rabbi so we have multiple sets of Shas - some he uses a lot, some that are family heirlooms, the Artscroll set - I think we have 6 sets in all, plus at least one more set in his office... between all that and his various editions of Tanach, Mishnayos, Shulchan Aruch, a gazillion sidearm - we have 8 floor to ceiling bookshelves spread through three rooms... so yeah, we're pretty much overrun with safari here.
Book form
Artscroll Talmud Bavli
I brought it a few weeks ago when i replaced my to her Talmud when passing it down when my cousin has his Boris a few months ago as a present. Family tradition to pass down the Talmud at the Boris or Zevet baby naming.
Bavli and Yerushalmi in books, part of the art scroll Schottenstein translation (buying one volume a month...), complete dial-a-deaf series (so one hour audio Shir per deaf of the Talmud) and an electronic version of Bavli on both my computer and PDA