I think the box sets are worth it.
I'll just rank them because, for the most part, they're both decent series.
ANOES 1, 3, 4, Freddy's Dead, 5, 2, New Nightmare
F13 3, 6, 1, 7, 4, Jason X, 2, 5, 8, Jason Goes to Hell
FvJ is in the middle somewhere in both series.
If you don't want to go for collecting them all, I think you'll be good ending at ANOES 5 (mainly 'cause it ends the storyline brought up by 3&4) and Jason X.
If you do plan on getting the entire collections, go for the box sets. You'll save in the long run.
Going by new Amazon prices....
The entire ANOES series is $45.35. The individual DVDs are $9.98 each so you'll be saving $24.51.
The eight Paramount F13 series is $63.99 (you should find it cheaper in a Best Buy or something, this price is rather high). The individual DVDs are $9.98 each so you'll be saving $15.85. Then there's getting Jason Goes to Hell and Jason X seperately, which are $6.97 each. That makes the entire F13 series $77.93. Hmm... that's not what I paid. JGTH and JX have great prices on Amazon, but you'll probably knock off $20 somewhere else for the 1-8 set.
Then there's FvJ which you'd have to buy seperately as well.
By the way, this is the route I took. I have both box sets, JGTH, JX, and FvJ.