It is ok to read these games in a book, but for me to actually watch the moves while someone is annotating is better. And it would be nice to have the very best in one easy to access place.
What are the best annotated GM games for learning?

I like the way games by GM Boris Gulko were gathered and annotated in the book by him and amateur player Joel Sneed - Lessons with a Grandmaster. I'm working my way through the book at the moment. The 25 lessons/games therein aren't classified by theme, but a lot of ground - particularly to do with strategic decisions - is covered. I like the format which includes 'dialog' between the co-authors and questions (rated 1-5 in terms of difficulty) on how one side or other should proceed in a given position.
http://www.amazon.com/Lessons-Grandmaster-Strategy-Psychology-Everyman/dp/1857446682

It is ok to read these games in a book, but for me to actually watch the moves while someone is annotating is better. And it would be nice to have the very best in one easy to access place.
I agree.

There are plenty of well annotated videos of great games. Roman Dzindzichasvili has a couple DVDs devoted to analysis of the great games in his Roman forum series. Some of these are even available for free online.
I still don't see why there's so much insistence on reinventing the wheel.

Here's a link to a youtube video analysis of one of the greatest games of all time, Kasparov-Topalov 1999:
http://www.youtube.com/watch?v=wPm9k6ul9EI
Once again, the best games of chess have been collected in several places and given world-class annotations. We don't need to reinvent the wheel, we just need to go to our local library or bookstore and check out these books!