Depends on what you're looking for. For Mr. Vengeance the best video and audio belongs to the Tartan R1 release, but the two-disc Tartan R2 is probably the way to go if you're just interested in extras. Video isn't as good though as it's an NTSC to PAL transfer. The R3 is also pretty bad.

The best release of Oldboy is probably Tartan's R2 set, as it's a proper film to PAL transfer and has loads of English extras. I have the Korean R3 Final Edition, which looks very nice. The original Korean Special Edition release has a completely different colour palette to the others, along with slightly different framing.

Lady Vengeance is tougher. There's not really a particularly good version of the theatrical presentation at the moment. The two-disc Korean set with the fade to black and white version has loads of features, but they're all in Korean. The AV is pretty good, but the theatrical release isn't the same as it appeared in cinemas - It's been drained of a lot of colour.

If you want the theatrical release the only options are Tartan's UK release or the Hong Kong R3 release, both of which suffer in the video department. If I were you I'd wait for the Tartan R1, which will have a progressive transfer.

There are reviews and comparisons of all of these films on the site:

Mr. V
Oldboy
Lady V