Fables #94-107 (equivalent to TPBs 15 and 16)
The Last Avengers Story #1-2 * (contains one of the most chilling scenes I've ever read)
Rising Stars: Bright #1-3 * (Fiona Avery)
Rising Stars: Voices of the Dead #1-6 * (Fiona Avery)
Rising Stars: Untouchable #1-5 * (Fiona Avery)
The Tale of One Bad Rat #1-4 * (signed copies)
Thunderbolts #1-4 (very effective surprise ending to #1, at least in 1997)
The Unwritten #19-30 (equivalent to TPBs 4 and 5, probably helps if you've read Moby Dick)
What If? vol 1 #8, 15, 17, 19, 24, 26, 30
What If? vol 2 #114
What If ... General Ross had become The Hulk? *
What If ... Dr Doom had become The Thing? *
What If? Featuring Fantastic Four (2005) *
What If? Featuring Spider-Man: The Other (2007) *
What If? Civil War (2008) *
What If? Spider-Man vs Wolverine (2008) *
X-Factor #41, 210-211, 213-216
* means that it's a complete set.
If it's in bold, I strongly recommend it, and I'm only getting rid of it because I've bought the collection as a book.