spider-man reign is excellent, old man logan was quite entertaining, first 2 volumes of the Ultimates were amazing, some of Millars best work IMO, iron man extremis is what brought iron man into the 21st century.
Of All Time? If you can get your hands on some of the Marvel Masterworks books featuring early Spider-Man, Avengers, FF etc. then that would give you a great introduction to the background and the characters you now enjoy.
Then if you can get any of the Wein/ Cockrum and Claremont / Byrne X-men series culminating in the Dark Phoenix Saga (These were late 70's early 80's). Also Millar had a great Daredevil run in the mid - late 1980's.
Company Cross overs were big in the 1990's so I would recommend Marvel Vs DC and Avengers Vs JLA.
More recently what people above have said, plus TPB's like House of M, Secret Invasion and Civil War