If the Congratulations collection isn't to your taste, see if you can get a copy of this Swedish double CD -
Eurovision 1956/1999 which contains all the winners from 1956 to 1999.
What a pity, you miss the Olsen Brothers impersonating Cher's throat warble thing... but on the up-side you get some of the best losers. Like Volare - which couldn't even win Eurovision in 1959 - but was a global hit once Deano got to it.
And, This Is Eurovision which is described by a reviewer as "a good collection" though it "focuses too much on English and not enough on winning entries." I like the subtle dig that English entries are a different species to winning ones! Very astute.