For anything recent (mostly post 2005) I have very few suggestions.
Some of these have already been mentioned.
Long Halloween,
Dark Victory,
Catwoman: When In Rome - these are all mysteries. Don't read the plot synopsis or it'll ruin the comic.
Actually pretty much anything by Loeb and Sale -
Spider-man: Blue,
Hulk: Gray,
Daredevil: Yellow,
Wolverine/Gambit: Victims,
Superman for All Seasons
The Loeb and Sale "color" stories for marvel are absolutely amazing but I don't read a lot of Hulk or Daredevil so some of the early references were lost on me. (they are all year one type stories)
I thought
All Star Superman was ok. I only read book one though. That is from 2006 and is probably the newest book in my collection.
Preacher - there are 9 volumes of TPBs and I can pretty much guarantee if you buy book 1 you will by the other 8 shortly after. Garth Ennis and Steve Dillion.
Speaking of Ennis and Dillon read
Punisher: Welcome Back Frank and the ultra-violent
Punisher Max series. These were the basis for the Punisher movies (but better).
I thought
Batman: Hush was pretty good.
I only have book 1 of
Wolverine Origins but I thought it was cool.
I enjoyed
Superman/Batman Books 1 and 2.
My all time favorite Wolverine story is
Blood Debt by Steve Skroce. You might have to read up a little bit to get some of the relationships/background stories between characters though.
The original
Wolverine Limited Series is also quite good.
Pretty much everything I've listed won't require a lot of background info so you shouldn't have too many problems getting into it (unless otherwise stated).
Stories like Kingdome Come, Avengers Forever and Marvels are all amazing but you might not know what half the references are alluding to.