Can someone give me a ballpark value for one in great shape with a touch of shelfwear?

The tough one to find in the set is, Imagine Special Edition I, 1984.  That should  increase the price of the set significantly, as I've seen a complete (G/VG) issue go for between $100 and $150 on eBay.

stratochamp wrote in Imagine Magazine 1 April 1983:The very tough one to find (especially on this side of the Atlantic) is Issue #0, the full-scale mock-up of Issue #1. It has the same cover painting, but there is no # or price or date on the cover. Inside it is listed as Issue 0 Number 0. And there are 10.33 blank pages (including the inside cover) saying (basically) Your Ad Here. I have not checked down to the last detail, but I think they are the same otherwise (articles, comics etc.). I only know of one other collector that has one (I'm sure there are more, this just isn't at the top of collectors want lists and as such isn't discussed as much).

Bill (or anyone else that has one), do you know whether there are any clues inside about which month Issue #0 was released? Deadlines for advertisers or similar, in the small print? (I'm trying to nail down the date of another publication which possibly alludes to Imagine #0, but might actually be alluding to #1.)

Imagine is outside of the period in which magazines can be copyrighted under UK Law, so unless an individual artist or author raises an objection and submits it in writing to a company, I would imagine one of the online magazine archives have it available online for free. Try Scribd or AnnArchive which I believe are legit content only.

Ah. Right.
I think Brette said he had one too.

Volume 1 is April 1983. Issue 0 Number 0 (as it is listed on the title page) is September 1982. There are no other dates listed.

Bill, thank you! Very helpful!

As far as differences, I understand #0 was a hybrid of content from the first couple issues, at least. Imagine #2 p 16 contains a description of issue #0, extracted from the Psychopath fanzine (among reactions to #0 from multiple fanzine editors). It describes two mini-modules: One introductory (presumably "The Beacon at Enon Tor" from #1), and another for AD&D 1st-9th level party ("this being achieved by insertion of different monsters, traps, etc. for each level — all of the stats are given") which doesn't match any of the early mini-modules at all. It describes the QB-161-09: Antares story from #1, as well as the Barbarian class from #2.

For dating the release of #0, Dib Dib Dib #26 p 8 mentions it, but the prior issue of Dib Dib Dib did not, which suggests that fanzine editor received it in November or later (based on the various issues' submission deadlines). I thought I had a similar DragonLords mention, but I can't find it at the moment; I might be imagining things. Regardless, it could have gone out to potential advertisers and fanzine editors at different times, so certainly could have been shipped as early as 1982 September.