Hi Eric & All,
The above stuff Glen raised and I added further comment to relates to the most massive/most luminous stars, not necessarily biggest in diameter/volume. Those ultra-bloated ones are nearly all red giant or red supergiant stars probably of somewhat less mass.
Quick and dirty, this page on Wikipedia lists a number of stars which appear to have very or exceptionally large diameters/volumes:
http://en.wikipedia.org/wiki/List_of...st_known_stars
Can't vouch for the origin/accuracy of the material there, but it seems okay.
You can probably uncover other lists elsewhere with a good search engine interrogation.
To put that list on Wiki into a scale we can appreciate more easily, 1 A.U (ie the Earth-Sun distance) _approximately_ equals 108 solar-diameters. Therefore a star like Mu Cephei (in the list at Wikipedia and near the top) is about 13 AU diameter -- bigger than the orbit of Saturn and well on the way to Uranus. If the estimate is accurate as to it's diameter, VY Canis Majoris (top of the list) would pretty much reach Uranus -- though there is considerable doubt as to whether the estimate of it's diameter is accurate and whether the star is actually in a state of hydrostatic equilibrium (ie where outward pressure by radiation is equalled by gravity pushing inward).
But, ultra big diameters at the "massive end of town" (ie +25 solar-masses) does not necessarily correlate to brightest/most massive.
I'm no astrophycist but as I understand it, the most massive "top-shelf" stars (ie +50 solar masses up to maybe 120 solar-masses) probably don't go through the red supergiant stage before they meet their end, because they can't sustain hydrostatic equilibrium as a red supergiant. Many of these most extreme stars therefore evolve very rapidly off the main-sequence from their starting points as early O-type main sequence stars into O and B type supergiants. From there, they become one of the several finely distinguished types of Wolf-Rayet stars that have blown off their outer layers with fierce winds as they loose mass, before finally exploding as Type 1b or 1c supernovae and/or short-duration gamma ray bursts.
If _you_ (the reader -- any reader please) know more about this please, please comment and clarify so we all know better. But, I think a lot of those red supergiants in the list are very massive stars in the 20-40 solar-mass range (and truly very, very rare stars) and will end their lives as Type II supernovae and neutron stars, but are no match for the Eta Carinae types of megastars (exceptionally rare) that follow these dramatic, very very unstable life paths, by-passing the middle age spread completely.
Live fast, die young, leave a good lookin' corpse -- to quote someone, though I can't remember who. James Dean? Fonzie??
Best,
Les D