Compliments of the good people on TheFwoosh and the Marvel Select's Wikipedia page, you can find a complete list (as of 26 Apr 2015) at the bottom of this article of all Marvel Select figures. The list also includes a few figures that are not yet available, but have been announced.
Bottom line up front, the Marvel Select line is full of ups and downs, rejoicing and some disappointment - as well as moments of over anticipated hype eventually leading to deflating moments of "WTF?!" And the opposite with an underwhelming standard announcement leading to "Wow, this is a great figure". That said, as a enthusiast that is fortunate enough to own every Marvel Select to date, I will attempt to objectively cover some key topics and questions that often plague basic collectors and the completists.
Some Key Terms (for brevity)
MOC = Mint on Card
MISP/B = Mint in sealed packaging/box
SRP = Suggested Retail Price
DST = Diamond Select Toys
MS = Marvel Select
ML = Marvel Legends
POA = Point(s) of Articulation
HTF = Hard to find
Q1: Where should I look?
A1: Local comic shops that receive distribution from Diamond Distributors have the capability to order Marvel Select figures. Whether they do, is often up to the shop owner as smaller shops don't like to compromise shelf space. Larger retailers like Wal-Mart, Target and other department stores offer them online, but not in stores, but they've been spotted in Barnes and Noble. Web based retailers like Amazon can often be a good source to get peg warmers at a lower price than SRP. Finally, there is eBay, scourge of internet, white collar scalpers and unfortunately, often the place to go to get those that have been evading collectors.
Wolverine and Iron Man 3 - Battle Damaged Mk42 Iron Man, both sculpted by Gentle Giant
Q2: How much should I pay?
A2: The SRP is $24.99. Again, the "S' in SRP is suggested. Pegwarmers can often be found for much less than that (Jane Foster). Rarities can start in the $70s and can often soar above $150. It's always a good idea to check recent eBay sales as well. To do this, go to ebay, type in what you're looking for, on the left side selection menu check "Sold Listings" under Show Only. Check for the amount of bids too or whether it was a "Buy It Now" option.
Q3: Where do I begin?
A3: Obviously, you shouldn't let people run your lives, so don't let people run your collection either. I'm writing this to try to help folks get ahead of the curve. In that case, most people find themselves in one of either two timelines.
You bought a few and now you're hooked - OR....
You use them to supplement other lines i.e. MS Hulk fits ML Avengers
Captain America: The Winter Soldier & The Avengers: Chitauri, both sculpted by Gentle Giant
With that said, if you think you're going to complete the line, start with the rare ones. The following figures are arguably the rarest (in no particular order since it's subjective);
Spider-Man (Amazing Spider-Man Movie Version - Disney Store Exclusive Metallic Variant)
Daredevil (Unmasked Variant)
Magneto (Unmasked Variant)
Loki (Thor Movie Version)
Wolverine (1st Appearance)
Cyclops (X-Factor Variant)
Iron Man (Iron Man 2 Movie Version - Mark IV - Borders Exclusive)
Captain Marvel (Genis-Vell Variant)
Captain Marvel (Kree Warrior)
Mephisto
Gambit (Long Hair Variant)
Agent Venom (rumored to be reissued soon)
Deadpool (Unmasked Variant)
Wolverine (The Wolverine Movie Version)
Gambit (Long Hair Variant), sculpted by Jean St. Jean, Storm (Short Hair Variant), sculpted by Sam Greenwell, Cyclops (X-Factor Variant), unknown sculptor, Nightcrawler sculpted by Jean St. Jean and Wolverine (1st Appearance Variant) sculpted by Rudy Garcia
Any of these may have no price to certain collectors as coming across one is hard enough. However, there are many HTF Selects that are out of production that can still be found at an arguably reasonable price on the secondary market or collecting dust in comic shops oriented towards other followings. These figures are as follows:
Any of the hero zombies (Captain (Colonel) America, Hulk and Spider-Man)
Ultimate Captain America
Ultimate Venom (either standard or variant)
Ultimate Thor
Black Costume Spider-Man
Phoenix (either standard or variant)
Emma Frost (either standard or variant)
Ultimate Carnage and the latest Kasady Carnage
She-Hulk
The Watcher
Spider-Woman (First Appearance w/ full cowl)
Moon Knight
Cloak & Dagger
Iron Spider
Skrull 3-pack
Marvel Girl and Rachel Summers Variant
Any movie Iron Man figure
Any movie War Machine figure
Juggernaut (Unmasked Variant)
Thor (Thor Movie Version)
Hawkeye (Avengers Movie Version)
Spider-Man (Amazing Spider-Man Movie Version - Unmasked Variant)
Skrull & Brood
Spider-Woman (Julia Carpenter - SDCC 2006 Exclusive)
Dr. Octopus vs. Spider-Man
Avenging Hawkeye, sculpted by Gentle Giant
As a general guideline, try to pick up any movie figure or variant as they do NOT get reissued. Although there are a few exceptions to the movie figures with repaints or reissues if the characters appear the same in future outings.
Q4: I'm a loose collector and am looking to put together a display and I only want one of each, no reinterpretations. Which is the best?
A4: Marvel Select has really broken into nearly two distinct categories: Comic and Movie. That said, they really don't mix well schematically but a few do. For instance, The Amazing Spider-Man 2 figure, from the movie, works very well with comic figures. The Iron Man 2/Avengers Iron Man MkVI also fits in well with the comic figures. On another note, the Ultimate Iron Man base does fit with movie bases and movie armors. Ultimately, collectors divide themselves at times only collecting movie figures or only comic figures. There isn't much insight I could lend to a movie collector as there haven't been many reinterpretations except for the obvious Iron Man, Captain America, Thor and Hulk. But if you need advice on deducing between two, then you might have other problems.
Captain America: The Winter Soldier - Captain America and Falcon, Iron Man 3 - Battle Damaged Iron Man, all sculpted by Gentle Giant
As far as definitive comic figures, there aren't many reinterpretations of Marvel's lower tier characters or X-Men characters, except Wolverine characters like Captain America, Iron Man, Hulk, Thor, Wolverine and Spider-Man have many variations and sometimes one could use some help. My personal selections would be the following;
Captain America = Captain America (Avengers Comic Version - Disney Store Exclusive) *It fits best with comic figures but is by no means the best Cap figure. We're still waiting on a proper Marvel Now! Captain America.
Iron Man (Iron Man 2 Movie Version - Mark VI)
Hulk (Unleashed - Disney Store Exclusive)
Wolverine (Classic Costume) *Yes, it is a bit tacky, but until we get a better sculpt, it'll have to do.
Spider-Man (Amazing Spider-Man 2 Movie Version - Any of the variants)
Ant-Man accessory from Black Widow and Ultron, both sculpted by Gentle Giant
Q5: Whose decision was this, this figure sucks! Why?
A5: DST utilizes many different sculptors and can be restricted to many limitations on POAs. My personal favorite sculptors are Jean St. Jean and Gentle Giant. Gentle Giant handles most movie figures. As to why your figure sucks, there could be a few reasons. Windmill rumors include Marvel Legends (Marvel's favorite child) get first pick and Select (red headed step-child) pick up scraps of characters ML did not want. Think Falcon during Winter Soldier, Jane Foster for the canned ML Thor Dark World line. So sometimes a figure might be rushed, POAs were restricted in MS's early years or the sculptor or sculpt is terrible.
Sam Greenwell has been the target of various complaints of Marvel Select figures. The hips and lack of thigh swivel on his pieces have brought about many gripes. Lack of poseability is also compromised. However, as standing figures they do have some of the best lines and are visually pleasing.
On the other hand, Gentle Giant and Jean St. Jean have also tackled figures while adding many POAs that don't compromise the overall visuals of the figure.
Classic Green Goblin (w/Peter Parker), sculpted by Sam Greenwell
Q6: I'm a MOC collector and won't compromise opening them because I'm running out of space. What do I do?
A6: Buy a bigger place to live or move out of your parent's house.
Q7: What is the best figure?
A7: Depends, and it lies in the eyes of the beholder. If you like dynamic poses and the best/most POAs, go for a Gentle Giant/Jean St. Jean sculpted figure. Often they exceed the standard 16 POAs. If you're about a figure that's more like a statue, go for any of the older figures. Even with today's technology, many of the older ones have beautiful sculpt that is still unmatched in many of our more recent offerings. Although the most recent Carnage, Cable, Disney Exclusive Mighty Thor and Avenging Hawkeye have been bringing a balance.
Due to time constraints, I plan on putting together a master list of figure/sculptor although most are featured on the back of the packaging or online.
Silver Surfer and Captain Marvel (Kree Variant), both sculpted by Sam Greenwell
Q8: I'm from Wakanda and I can't get the Disney Exclusives but my buddy in Latveria is, what's up with that?
A8: Many countries with Disney Stores, outside of the U.S., sometimes get Disney Exclusives online or in their physical stores. Don't rely on this. The safest bet would be to make friends through social media groups to acquire one or eBay.
Q9: How does DST interact with their collectors/customers and how do they decide what gets made?
A9: DST interacts with their customers sometimes with Q & As at conventions, through their own social media pages and through the ArtAsylum.com/AskDST page. As far as how they decide who gets made, I couldn't tell you.
Complete List (as of 04.26.15)
Abomination
Anti-Venom
Arachne
Black Cat
Black Widow (Age of Ultron Movie Version)
Black Widow (Avengers Comic Version - Disney Store Exclusive)
Black Widow (Yelena Belova)
Cable
Captain America (Avengers Comic Version - Disney Store Exclusive)
Captain America (Bucky Barnes)
Captain America (Bucky Barnes - Unmasked Variant)
Captain America (First Avenger Movie Version)
Captain America (Winter Soldier Movie Version)
Captain America (Winter Soldier Movie Version - Unmasked Variant - Disney Store Exclusive)
Captain America (What If? - Iron Man Armor)
Captain Marvel (Mar-Vell)
Captain Marvel (Genis-Vell Variant)
Captain Marvel (Kree Warrior)
Carnage
Chitauri Footsoldier (Avengers Movie Version)
Cloak & Dagger
Colossus
Cyclops
Cyclops (X-Factor Variant)
Daredevil
Daredevil (Unmasked Variant)
Deadpool
Deadpool (Unmasked Variant)
Doctor Doom
Doctor Octopus
Doctor Strange
Electro
Elektra
Elektra (Skrull Version - SDCC 2008 Exclusive)
Emma Frost
Emma Frost (Diamond Variant)
Falcon (Winter Soldier Movie Version)
Gambit
Gambit (Long-Hair Variant)
Ghost Rider
Green Goblin
Green Goblin (New Version)
Hawkeye (Avengers Comic Version - Disney Store Exclusive)
Hawkeye (Avengers Movie Version)
Hawkeye (Avenging - Disney Store Exclusive)
Hulk
Hulk (Red Hulk Variant)
Hulk (Avengers Movie Version)
Hulk (Age of Ultron Movie Version)
Hulk (Barbarian)
Hulk (Unleashed - Disney Store Exclusive)
Hulk (Savage - Disney Store Exclusive)
Iron Man
Iron Man (Stealth Armor Variant)
Iron Man (Bleeding Edge - Disney Store Exclusive)
Iron Man (Iron Man 2 Movie Version - Mark IV - Borders Exclusive)
Iron Man (Iron Man 2 Movie Version - Mark VI)
Iron Man (Iron Man 3 Movie Version)
Iron Man (Iron Man 3 Movie Version - Battle Damaged Variant - Disney Store Exclusive)
Iron Patriot (Iron Man 3 Movie Version - War Machine Variant - Disney Store Exclusive)
Jane Foster (Thor 2 Movie Version)
Juggernaut
Juggernaut (Unmasked Variant)
Lizard (Amazing Spider-Man Movie Version)
Lizard (Comic Version - Disney Store Exclusive)
Loki (Thor Movie Version)
Magneto
Magneto (Unmasked Variant)
Marvel Girl (Jean Grey)
Marvel Girl (Rachel Grey Variant)
Mephisto
Moon Knight
Nightcrawler
Phoenix
Phoenix (Fiery Variant)
Punisher
Red Skull (First Avenger Movie Version)
Rhino
Sabretooth
Sabretooth (1st Appearance Variant)
She-Hulk
Silver Surfer
Skrull & Brood
Skrull 3-Pack
Spider-Man
Spider-Man (Amazing Spider-Man Movie Version)
Spider-Man (Amazing Spider-Man Movie Version - Unmasked Variant)
Spider-Man (Amazing Spider-Man Movie Version - Disney Store Exclusive Metallic Variant)
Spider-Man (Amazing Spider-Man 2 Movie Version - Base Variant)
Spider-Man (Amazing Spider-Man 2 Movie Version - Parts Variant)
Spider-Man (Amazing Spider-Man 2 Movie Version - Unmasked Variant)
Spider-Man (Superior - Disney Store Exclusive)
Spider-Man (Web of Spider-Man Black Costume Version)
Spider-Man (Web of Spider-Man Iron Spider Variant - Wizard Exclusive)
Spider-Woman (Jessica Drew)
Spider-Woman (Jessica Drew - Full Mask Variant)
Spider-Woman (Julia Carpenter - SDCC 2006 Exclusive)
Storm
Storm (Potatohead Variant)
Thanos
Thing
Thor
Thor (Avengers Comic - Disney Store Exclusive)
Thor (The Mighty - Disney Store Exclusive)
Thor (Thor Movie Version)
Thor (Thor 2 Movie Version)
Thor (Age of Ultron Movie Version)
Uatu the Watcher
Ultimate Captain America (World War II)
Ultimate Carnage
Ultimate Hulk
Ultimate Iron Man
Ultimate Spider-Man
Ultimate Thor
Ultimate Venom
Ultimate Venom (Spider Symbol Variant)
Ultimate Wolverine
Ultron
Venom (Best Action Figure Ever Version [Brock])
Venom (Flash Thompson - Disney Store Exclusive)
War Machine (Iron Man 2 Movie Version)
War Machine (Iron Man 3 Movie Version)
Winter Soldier (Disney Store Exclusive)
Wolverine (1st Appearance)
Wolverine (Classic Costume)
Wolverine (Brown Costume)
Wolverine (Brown Costume - Unmasked Variant)
Wolverine (Days of Future Past)
Wolverine (The Origin)
Wolverine (The Wolverine Movie Version)
Wolverine (X-Men Origins Movie Version)
Zombie Colonel America
Zombie Hulk
Zombie Magneto
Zombie Sabretooth
Zombie Spider-Man
My Personal Top 10
Check out more about individual figures here.