Yeah, I agree. CP is a favourite of mine too, even though I am a norwegian far from the cultural context of the Mississippi valley. I think it is the knowledge about CP as one of the earliest great blues performers who actually made it (I am thinking of recording) and reached a large audience. In my opinion there is not so much myths and could-have-been-true-stories around CP, and as far as I know he himself contributed to myth-creation in a lesser degree than some of the other contemporary guys. I may be wrong, but thats what I think.
I have a 5 CD collection besides other CP CD's. Mine is bought in Norway and I suppose it must be the same as Penguine Egg talks about. It contains several other artists as well, including the Delta Big Four. They are worth listening too.