There are two sets or reprints by Dark Horse from that era: the paperback Chronicles of Conan reprints that take four volumes to reprint Conan the barbarian #1 to 26, and the Barry Windsor-Smith Conan archives that reprint the BWS work in these issues in two hardcover volumes. The missing issues are either reprints (CtB #22 reprinted issue #1) or drawn by Gil Kane (CtB 17 and 18).
I'd go for the hardcover, not only because they probably look better on a shelf and will doubtless last longer, but also because there were complaints about the recoloring of some issues in the Chronicles, and I've read that these complaints had been addressed in part in the hardcovers.
The best recoloring, of course, is probably to be found in the Marvel Treasury editions; Smith himself colored the originally B&W Red nails in MTE #4, and I believe he did the same with the reprint of issue 11, Rogues in the house. Much better, in any case, than the photoshop effect-saturated job seen in the chronicles.