I've really always wanted to read Beautiful Stories for Ugly Children and The Puma Blues. Not only would it grant me hipster cred, but they seem artsy enough to be worth the read. 
Same goes for Skin by Peter Milligan. I can't find a copy of that anywhere, and it's driving me crazy.

I'm also in love with Starman by Robinson, but I've only read the first 20 issues. I've also read Sandman three times now, but I CAN NOT FINISH THE LAST FIVE ISSUES. I quit Transmetropolitan and Y: The Last Man with three issues left too. It's a problem.