I imagine there are plenty of posts on this topic already, but I really struggled to find this information when putting together my own wish list a few years ago. This is a short list of the one commentary I consider the must own for each of the 7 undisputed letters of Paul. Of course if you have the money this list should be widened substantially. My main criteria are: excellent bibliographies/footnotes, new (as they have more up to date bibliographies), a good introduction, in depth exegesis, interaction with Greek, English, and in general the more pages the better. My favorites come from Hermeneia, NIGTC, Anchor Bible, and Word Biblical (WBC). Additionally, I have a strong preference for the format of Hermeneia and NIGTC. This list was made with the help of D.A. Carson’s excellent though succinct work, New Testament Commentary Survey.
Romans: Jewett – Hereneia: Brand new and massive. This is an excellent resource for Romans.
1 Corinthians: Thiselton – NIGTC: The bibliographies and footnotes are excellent.
Galatians: Longenecker – WBC; Betz – Hermeneia: Okay, Betz’s work may be a bit dated and in some ways flawed but I still enjoy his commentary a great deal.
1 Thessalonians: Malherbe – Anchor Bible; Wanamaker – NIGTC
Philemon: Barth and Blanke – Eerdmans: A Philemon commentary over 500 pages … you had me at 350.
Feel free to mention any commentaries that fulfill my criteria that you think should supplant the ones I have listed.