Eric Jackson—the host for the past 30 years of the Eric in the Evening jazz program on Boston’s WGBH radio—had a wise father. For his father once said: “If the music of Duke Ellington isn’t in your home, then something is surely missing.”

I couldn’t agree more.

Edward Kennedy “Duke” Ellington (1899-1974) was a man of many talents: composer, songwriter, bandleader, pianist, civil rights pioneer, raconteur, master flirt, and religious sage (“Every man prays in his own language—and there is no language that God does not understand”).

Ellington’s music—over two thousand pieces composed between 1927 and 1974—is as deep as the ocean. You name it, Duke wrote it: luxurious love songs; jack-hammer dance tracks; symphonies; music for film, theater, ballet; sacred music intended for church worship. A listener can devote his or her life to exploring Ellington’s music and still not touch bottom.

Hundreds of his recordings have been released on compact disc, so where do you begin if you’re interested in enrolling in what trumpeter Clark Terry calls the “University of Ellingtonia”?

An ideal place is Bluebird/RCA Victor’s superb three-CD set, Never No Lament: The Blanton-Webster Band, 1940-1942. There is music in this collection that is among the finest produced in the 20th century.

By 1939 Duke had gathered many of jazz’s Olympian giants under his watchful eye: on trumpet, the Alabama tang of Cootie Williams; the erudite Rex Stewart on sly, bluesy cornet; Joe “Tricky Sam” Nanton, Lawrence Brown, and Juan Tizol on trombones; New Orleans native Barney Bigard on clarinet; Boston’s Harry Carney—who remained with Duke from 1927-1974—on baritone sax; fellow Bostonian Johnny “Rabbit” Hodges, one of the finest artists to ever play the alto saxophone (Hodges’ sound, according to Ellington, flowed “like poured honey…he could smelt the melody to smoldering”); Sonny Greer, Duke’s cocky, showman drummer; and the two men who give their names to this package: Ben Webster and Jimmie Blanton.

From Kansas City, tenor saxophonist Webster (1909-1973) added a sometimes gritty, sometimes sumptuous sound to the band. He had played briefly with Ellington in 1936, remained with him between 1940 and 1943, and returned for a short stint in 1948-’49. For the rest of his life, Webster traveled the world with his horn, a toothbrush, and a framed photograph of Duke. He was an artist with one of the most recognizable sounds in all of jazz—just listen to him on the gorgeous “Blue Serge” or on the driving flag-waver “Cottontail.”

Bassist Jimmie Blanton (1918-1942) is one of the most important innovators in the history of jazz. Discovered after-hours in a St. Louis hotel ballroom by several Ellingtonians, the 21-year-old bassist astonished the seasoned veterans. Rushing back to their hotel, the musicians woke Duke and brought the maestro, in his blue bathrobe, to hear the prodigy. Ellington hired Blanton on the spot.

Before Blanton, the bass in jazz had been mainly a rhythmic instrument, stolidly keeping time. Blanton, however, played his instrument not only as a rhythmic but, for the first time, a melodic instrument, weaving propulsive lines beneath the band. Listen to him on “Jack the Bear” and “Koko” and hear the birth of modern jazz bass playing.

1939 also brought composer/arranger/pianist Billy Strayhorn into the fold, where he would stay until his death in 1967. Inviting Strays into the band was akin to inviting Ty Cobb at his peak to join the 1927 Yankees—a giant joining other titans. Strayhorn’s compositions such as “Chelsea Bridge” brought a modern classical strain to Duke’s blues.

And let’s not forget the “piano player” himself, Duke Ellington, driving and cajoling his “expensive gentlemen” from behind the keyboard.

The music on Never No Lament was recorded between March 6, 1940 and July 28, 1942. The songs heard are among the finest in all of jazz: “I Got It Bad”; “Cottontail”; “Take the ‘A’ Train”; “Concerto for Cootie”; “Raincheck”; “Warm Valley”; “Dusk”; “Never No Lament”; “Harlem Air Shaft”—and on and on.

The package includes an informative 19-page booklet with a superb essay by Brian Priestley. Some have carped about the three discs being encased in cardboard, but, hey, let’s be green about it.

Naturally, Never No Lament should be only the beginning of your quest to build an Ellington library, but it’s a magnificent foundation on which to start. In the words of French poet Blaise Cendrars: “[Duke’s music] is not only a new art form, but a new reason for living!”