Since WCW hasn't read anything that isn't X-Men post 1986, here is a better list for you to choose from (oh and yeah, just get Roulette by itself, but good luck finding it!)
EVERY ISSUE OF PLANETARY (seriously, only about 3 or 4 are two issue arcs, the rest are single issues)
Batman Incorporated #7
Batgirl #17, #23 - #24
Secret Six #8, #9, #15, #16, #35 - #36
Fantastic Four #600
Amazing Spider-Man #617 (the Rhino story I was telling you about from The Gauntlet)
Amazing Spider-Man #655 - #656 (I think you've read these tho)
Thor #3 and #11 (the JMS run)
Brave and the Bold #27 - #33 (all are single issues, JMS run)
Booster Gold #5 (you'll enjoy it if you remotely liked The Killing Joke)
Civil War: The Confession
Captain America #25
Any issue of Waid's Daredevil
Any issue of NEXTWAVE (almost all are two story arcs, so 1+2, 3+4, 5+6, etc.)
Any issue of "Fell"
Secret Avengers #16 - 21 (all of those are fantastic single issues)
How much of Spider-Man since One More Day have you read? Because there are a ton of great single or two issue arc stories that are collected in OOP trades or are in some of the crappier trades and not worth getting just for one or two good issues.
Go with the normal Ultimate Spider-Man. Redead already recommended the Ultimate Collection trade. Get this. Not sure who said it wasn't good. Bendis isn't very popular these days (well, it's more like we're the IWC and John Cena is Bendis, but the kiddies love him), but if there is one thing that is certain, his Ultimate Spider-Man is unanimously loved and great.
Guys, do we really want him jumping into Uncanny X-Force? Shouldn't we recommend something else first?
Get Astonishing X-Men by Joss Whedon (yeah, the guy that wrote/directed The Avengers).
Snyder is fantastic on Batman. I'd recommend checking out The Black Mirror instead. It's not only fantastic and one of the best modern Batman stories, but it's actually done already. Court of Owls is just half of the story and Vol. 2 isn't out for a few months I believe.
As for the Avengers, I'd recommend checking out The Ultimates.