Super Heroes Comics - Four Favorites #19

This is your best bet if you want to get all the major Ace heroes in one book. Magno ran through #26; Lash Lightning through #22 (with Lightning Girl in #19-22); The Unknown Soldier in #4-20; The Raven through #4; Vulcan through #3; Captain Courageous in costume in #5-21 except #6; and The Flag in #6. The best issues are the first 18, since you get four full-length super hero stories in every issue of 10 to 16 pages. These 18 issues of Four Favorites are prime Golden Age examples of patriotic heroes.
Four Favorites was a Golden Age comics series that ran for 32 issues from September, 1941 through December, 1947. It was published by Ace Publications.
Four Favorites was an inconsistently published anthology comic series that primarily focused on four specific characters per issue (the "four favorites"). The original line-up was all superheroes with "Magno (and Davey)", "Lash Lightning", "Vulcan" and "The Raven".
With the fourth issue, Vulcan was switched out for Unknown Soldier (predates the DC character of the same name) and in the following issue The Raven was replaced by Captain Courageous. The Flag took Captain Courageous' spot in the next issue, but with #7 Capt. Courageous returned and the line-up remained consistent up until the 21st issue when Unknown Soldier was replaced by an unrelated character called "The Unknown".
In #24, Lightning was replaced with Hap Hazard by which point the comic no longer retained a consistent genre and expanded into several. With #26, the last of the original features was cut and the line-up from that point on changed every issue until it settled on four characters for the last three issues but superheroes were no longer featured in the publication and when the series ended in 1947, it was a teen humor publication.