Musicians certainly aren't strangers to carrying around sheet music, which means you're probably all too familiar with the hassle of wrangling full-sized songbooks that can be just plain cumbersome due to their size and shape. If you're not setting the music up on a stand to play from, the fact of the matter is there's just no need for it to be that big - and that's why study scores exist. These compact books are designed for review and studying anytime, anywhere, so they're sized to travel and packed with notes and commentary that give insight into the music written within. If you want to broaden your musical knowledge without toting around a great big songbook, then study scores are definitely for you.
As small as study scores may be, that's not to say they have limits on what's inside them - far from it. These little books are dense with information, so you can get big results out of a relatively small package. Consider the Alfred Kiss Me, Kate - Full Orchestral Score for example: this case-bound study score contains the full script and stage directions for the musical as well as the songs themselves, so you can get a complete understanding of the production from top to bottom. And it's just one highlight from a selection that includes other fantastic choices like the G. Henle Verlag Debussy String Quartet Study Score and the Music Sales Histoire Du Soldat (The Soldier's Tale) Stravinsky Authorized Edition Study Score.
Just like any other music books and materials you add to your collection, your choices in study scores are completely up to you. Pick out the ones that interest you the most, and there won't be any question as to whether you've made the best choices. After all, the more engaged you are with what you're reading, the more you'll get out of it - and the more educational value that information will provide for you.