http://www.amazon.com/William-James-Writings-1878-1899-Psychology/dp/0940450720/ref=sr_1_2?ie=UTF8&qid=1386573696&sr=8-2&keywords=library+of+america+william+james

http://www.amazon.com/William-James-Experience-Pragmatism-Pluralistic/dp/0940450380/ref=sr_1_1?ie=UTF8&qid=1386573751&sr=8-1&keywords=library+of+america+william+james

There is also a Penguin Classics edition of The Varieties of Religious Experience:

http://www.amazon.com/Varieties-Religious-Experience-American-Paperback/dp/B00EFZ8S1Y/ref=sr_1_10?s=books&ie=UTF8&qid=1386573810&sr=1-10&keywords=varieties+of+religious+experience+penguin

And an Oxford World's Classics edition:

http://www.amazon.com/Varieties-Religious-Experience-Classics-Paperback/dp/B00EH8Y4U8/ref=sr_1_3?s=books&ie=UTF8&qid=1386574015&sr=1-3&keywords=varieties+of+religious+experience+oxford

Which is also available for Kindle:

http://www.amazon.com/Varieties-Religious-Experience-Oxford-Classics-ebook/dp/B008E9RCYG/ref=sr_1_1?s=digital-text&ie=UTF8&qid=1386574059&sr=1-1&keywords=varieties+of+religious+experience+oxford

Also, though I doubt anyone will want it for this group, there's a very good audiobook of the Varieties (which is how Clara and I first "read" it):

http://www.audible.com/pd/Religion-Spirituality/The-Varieties-of-Religious-Experience-Audiobook/B004TC0X0C/ref=a_search_c4_1_1_srTtl?qid=1386574128&sr=1-1

For anyone who wants to do the essays as well as the Varieties, I'd recommend the Library of America. They're beautiful books with gorgeous type and adequate, but brief, endnotes. For those only doing the Varieties, I'm sure both the Penguin and the Oxford are good. In general I'd say that the Oxford World's Classics have slightly stronger introductions and richer endnotes than the Penguin Classics, but the Penguin Classics are also very good.