I've actually been wondering whats everyone's favourite Superman stories? In these categories:
Favourite solo story
Favourite team up story
Favourite else worlds story
I know sone choice can fit into more than one category mind.
My favourite solo Superman book is Superman Birthright, I consider it to be a (near) perfect origin story. It also has one of the most heart warming endings ever, to see Jor El & Lara knowing their son has made it.
My favourite Superman story involving a other DC heroes is Kingdom Come. The return of the worlds greatest hero to a world that he doesn't really know anymore is incredible. The epic journey to the inevitable explosive finale is breath taking. Alex Ross' art is just wonderful. Infact this is the greatest graphic novel of all-time in my opinion I consider it a perfect end to the DCU.
Finally I'd say my favourite else worlds story is Red Son. Seeing what may have happened had Kal El's rocket landed in Ukraine rather than Kansas is very interesting. It's amazing how much Mark Millar crammed into this graphic novel, it's an entire history of this worlds version if Superman. The greatest thing at all though is the twist ending.