You can also snag it at Amazon. Also available individually on Kindle (through book 8 as of last week) or Audible (all ten books available).
It came in both hardcover and a large trade paperback. The hardcover seems to hold up better (no surprise there) and I believe all the hardcovers were signed by Zelazny. They only printed 2500 or so of those.
That said, they aren't quite as collectible as some sellers want to make them out to be. There isn't a big demand, signed or no, so don't pay a big price.
ABEbooks probably has copies available, and eBay usually does. Not sure about Amazon sellers. Wait for a good price if you do seek out a copy.
EDIT: So there are both signed and unsigned editions of the hardcover.
Unsigned copies in fair condition can be had at ABEbooks for under $20 including shipping. Clean signed copies can be had for $50 plus shipping. Not sure if you have collector's fever (which, by the way, is the title of one of Roger's most entertaining and shortest stories!), but if it were me, having recovered from chronic Zelaznyosis myself, I'd go for the unsigned one.
I think it's worth a 20-spot to read, but maybe not $50+ unless you're the idle wealthy or the aspiring Amberite.
What about NESFA? They may not have rights or received permission for more than short stories but they probably know who does.
Nice!
In the mean time, Lord of the Fantastic: Stories in Honor of Roger Zelazny was a festschrift published in 1998.
Stories by Steven Brust, Walter Jon Williams, Jack Haldeman - it's a great salute to Zelazny.