The digital marketplace contains a large number of Billie Holiday compilations with the phrase "Lady Sings" in the title. The one you are looking for is surprisingly inexpensive and intelligently presented. The Proper label specializes in affordably priced box sets that contain enough music -- usually around 100 tracks -- to impart a strong impression of who the artist was and convey the essence of his or her musical legacy. Proper's The Lady Sings concentrates upon the recordings Billie Holiday made between 1935 and 1949 for the Vocalion, Columbia, Commodore and Decca labels. First comes the younger, stronger Lady Day, singing with swing bands comprised of her friends and carousing companions. Her best moments on record were shared with Ben Webster and Lester Young -- listen for them. By the middle of the chronology, Holiday's delivery begins to intensify along with her choice of material. Recorded in 1939, "Strange Fruit" is a shocking protest song describing in graphic detail the decomposing body of a lynching victim; "Yesterdays" taps into a reservoir of personal melancholia that would eventually swallow her up entirely. But most of Billie Holiday's music is about being alive, loving and being loved. With "T'aint Nobody's Business If I Do" and "Gimme a Pigfoot," she pays tribute to Bessie Smith, the "Empress of the Blues." What was Billie Holiday's relationship with the blues? She was a skilled interpreter of Tin Pan Alley tunes and popular love songs whose innovation was to infuse her jazz vocals with the honesty and integrity of the blues. Occasionally, she incorporated actual blues material into her repertoire. She composed a tiny handful of blues songs and liked to perform them for the people in order to testify about her own personal reality. But only six of the 99 songs included here can be called blues; while much of this woman's style was nourished, informed and inflected by the blues, so was Louis Armstrong's, and you never see him listed as a blues artist. The main reason most people associate the word "blues" with Billie Holiday is the fact that Herbie Nichols wrote a song for her called "Lady Sings the Blues," and Diana Ross starred in a movie with the same title. But Lady Day was a jazz singer first and foremost. Of course if she were here today she'd ask us to stop fiddling with terminology and let the music speak for itself. This Proper box contains some of the best records Billie Holiday ever made. Her remarkably revealing later recordings for Norman Granz's Verve label are essential, too, but that's another part of her story and should be approached carefully and humbly, on her terms rather than yours.