I've read The Dark Knight Returns, a couple of Hellboys, have a set of Neil Gaiman's 1602, and a pleasantly complete collection of Mike Kunkel's Herobear and the Kid (many different variations on covers etc)
I've now ordered Watchmen, and will be checking out The Umbrella Academy and Maus.
Given that I quite like the collected works of stuff in a graphic novel format (rather than individual issues), what else would you recommend? What am I missing out on, people? You should have a fair idea of my likes/dislikes, I'd imagine.