DC has been good about collecting the Vertigo series I've liked, but they are really behind on the post crisis main series.

They are currently or have announced the following series on my want list:

Green Arrow (the Grell series)
Robin
Suicide Squad
The Demon (Ennis run)
Justice League (the Jurgens run)
Icon
The final John Byrne Superman
Azrael

My want list is still pretty long.

Complete the Giffen/DeMatties Justice League run. I think they were less than half way through when it stopped.
The Wally west Flash run beginning with Baron and going through the final Waid issues
Aquaman/Atlantis Chronicles including the Shaun McLaughlin run
The Gerard Jones run on Green Lantern
The Ray by Priest
Justice League Task Force
Anything by Ostrander Firestorm, Manhunter, Hawkworld
The Justice Society by Strazewski and Parobeck
L.E.G.I.O.N
Legion of Super Heroes (5 years later)
Legion of Super Heroes (Zero Hour Reboot)
Superman (post Byrne)

and many, many more