The classic collection is J.F. Campbell,
Popular Tales of the West Highlands (1890). An electronic version is available at Sacred Texts:
http://www.sacred-texts.com/neu/celt/ptwh.htmAs always with older collections, focus on the data (and be aware that it was very likely to have been edited/shaped/bowdlerized, according to the attitudes of the author/collector), and ignore the theorizing.
I really enjoyed reading through some of those. I had the site bookmarked but put on the back burner for awhile. I love reading anything about Scottish history and myths and legends! Thanks for sharing the link.