If you haven't been picking these up as they're announced, Amazon decided to finally give you a way to get all 25 with one click over at their 25 Days of Free page (amazon.com) - scroll down past the days to find the checkable list and "Buy selected song" button.
Oh, one more thing - if you're GIFTING MP3s, Amazon says that you can get $2 off with the code GIVEMP3S. Details about THAT over here.
May you rest in peace, James. Thanks for the memories. As a side note: I bought tickets to his concert that was to happen in January here in Vancouver. I was very excited, because I heard he put on a dynamite show.