A little late, but great list!
You should definitely pick up All-Star Superman! It's my favorite Superman story and my favorite Grant Morrison story.
These guys are some of my favorites too. As for recommendations for Azzarello, you should read his current Wonder Woman series. He also has written 100 bullets, Joker, Flashpoint: Batman Knight of Vengeance, and Lex Luthor: Man of Steel, which are great. I haven't read 100 Bullets, though. He also has written 30 issues of Hellblazer, and I heard that series overall is pretty good.
@batmannflash: Thanks. And thanks for the suggestions. I already own All-Star Superman (it's on my trades/graphic novels collection list), and I've got Joker and Lex Luthor on my Amazon wish list. I'll definitly give the others a look too.