Book collection of master games

Hey, anybody can recommend a book with a decent collection of chess games with annotations?

I want to study on master games to improve my skills. It wouls be great if you can suggest me one that displays games from different periods (if there is such a book)

http://www.amazon.com/500-Master-Games-Chess-Dover/dp/0486232085

^ Obsolete by now. These were the openings your grandpa played.

I have heard several recommendations for the series "My Great Predecessors" by Kasparov'

@OP : which level of annotations are you looking for ? (beginner, intermediate, advanced), and what kind of games are you interested in ? (classical old instructive games or more modern games ?)

I have a book called How good is your chess, by Leonard Barden. You cover the moves and try to work out what the next move is. It as annotations and a point system so you can see if you are or are not improving. It is a old book not sure if it is still in print but should be available on Amazon or similar site. One word of warning it is in old notation and not Algebraic. I like it because you can just dip into it and play a game whenever you like.

Advanced would be fine ;) ! Merci pour me reinsegner 

Considering we all play for fun and not for the World championship, there are no such things as "obsolete openings" and the factors that matter are: taactics, creativity and some strategical/positional knowledge. I play frequently the King's gambit (which is not played at the GM level anymore) and I keep winning 8-9 games out of 10. 

and thank you kco! great suggestion from you!

Then, I think Kasparov's My Great Predecessors series is a good choice. You can also have a look at Nunn's books (Understanding chess move by move and Secrets of Grandmaster Chess). Then there are various game collections on a given player.