Watchmen & From Hell - the graphic novel format fits both minis better than individual issues. I still think that the best way to appreciate almost all of Moore's work is in this format.
Bone - self explanatory.
Sandman - even though I wouldn't say that a g/n reading is mandatory to really get it, Gaiman has so many exemplary issues that this format is really the easienst to collect them in.

I wouldn't include Dark Knight Returns, because I feel that Miller's storytelling actually fits individualized issues more than a collected format.

I wouldn't include Love & Rockets, because, embarrasingly, I've never read it. BTW, for fans of the Hernandez Bros. work, where should I start if I want to get into this? Should I just start from the beginning? Is everything collected?