IMO, The Essentials (and DC Showcase) are really just there if you really love the characters and want their history. Personally, comics from any more than 20-30 years ago or so just don't usually compare to stories from today. Though I'm sure there are many older collectors who would disagree with me.
To speed things up, I'm just giving quick snippets with links to amazon. You can see the cover art and read other people's opinions about the books there if you want more info
Thor - Anything by Oeming, which would be Disassembled and Blood Oath. Both just really really awesome mythological tales
http://www.amazon.com/gp/product/0785122745/sr=8-1/qid=1149629032/ref=pd_bbs_1/102-2057549-0828931?%5Fencoding=UTF8
(the Blood Oath softcover won't be available until next year, appearently, but $12.99 for the HC is a damn good deal)
http://www.amazon.com/gp/product/0785115994/qid=1149629229/sr=2-1/ref=pd_bbs_b_2_1/102-2057549-0828931?s=books&v=glance&n=283155
There's also the very cool Ennis/Fabry miniseries Thor: Vikings, but the trade's been out of print for awhile. See if any of your LCSes might still have it in stock, or check ebay
Hulk - Hulk The End is probably the best Hulk story I've ever read, but you've got that. After that, I'd say Future Imprfect, which you'll have to check ebay for. I've been hearing Planet Hulk is good, but that's not out in trade yet.
Captain America - Brubaker's current run is fantasic. Get "The Winter Soldier" vol 1 and 2. For God's sake, he made me actually care about Nomad, which I didn't think was possible!
http://www.amazon.com/gp/product/0785119205/qid=1149629884/sr=1-2/ref=sr_1_2/102-2057549-0828931?s=books&v=glance&n=283155
Green Lantern - Green Lantern Rebirth, possibly the most Badass GL story ever written
http://www.amazon.com/gp/product/1401207103/qid=1149630008/sr=2-1/ref=pd_bbs_b_2_1/102-2057549-0828931?s=books&v=glance&n=283155
DC: The New Frontier is also an incredible read, that focuses on the DC of the 1950s when America is in it's post war years and heading into a new era. Tells the tale of the early years of Flash, Green Lantern, Martian Manhunter, and several less notable (today) DC characters like The Black Hawks and the Challengers of the Unknown. GL gets a little more focus here than the other characters. The series comes in two volumes
http://www.amazon.com/gp/product/1401203507/qid=1149630321/sr=2-1/ref=pd_bbs_b_2_1/102-2057549-0828931?s=books&v=glance&n=283155
http://www.amazon.com/gp/product/1401204619/qid=1149630321/sr=2-2/ref=pd_bbs_b_2_2/102-2057549-0828931?s=books&v=glance&n=283155
DC Universe: The Stories of Alan Moore is a book you should probably get anyway because it's friggin Alan Moore. It also contains two of the most fascinating GL stories you'll ever read.
http://www.amazon.com/gp/product/1401209270/qid=1149630349/sr=2-1/ref=pd_bbs_b_2_1/102-2057549-0828931?s=books&v=glance&n=283155
Dr. Strange & Doom - you grouped these, have you already read Triumph and Toment? If not, you should, it's arguably the greatest single story in the MU. Only available off ebay and slightly hard to come by, though. For both Doom and the Fantastic Four, anything written by Mark Waid. In particular, the Hardcovers collecting Waids run tell one of the best Doom stories ever, and some really excellent, simple fun ones with the FF
http://www.amazon.com/gp/product/0785114866/qid=1149630578/sr=1-2/ref=sr_1_2/102-2057549-0828931?s=books&v=glance&n=283155
Batman, Super Man, Wonder Woman - oy, there's too much to go into with those three, and you've probably read the majority of the notable stories starring them. Really, almost any JLA trade is good reading. Superman: Secret Identity by Busiek was really excellent
http://www.amazon.com/gp/product/1401204511/qid=1149630876/sr=1-1/ref=sr_1_1/102-2057549-0828931?s=books&v=glance&n=283155
There's some good Supes and Bats stories in the Alan Moore book I mentioned above, as well.
Iron Man is tough. I like him as a character, but I've never really read any top notch stories with him. The best I can name is The Mask in The Iron Man from about 7 years ago which was a really good story about Tony's armor becoming sentient
http://www.amazon.com/gp/product/0785107762/qid=1149631085/sr=2-1/ref=pd_bbs_b_2_1/102-2057549-0828931?s=books&v=glance&n=283155
Really, if you want good Thor/Captain America/Iron Man stories, I find they work best ensemble, which means the Avengers. And if you want to read Avengers, you've GOT to read the Busiek/Perez era, which was just non-stop fun
http://www.amazon.com/gp/product/0785115730/qid=1149631567/sr=2-1/ref=pd_bbs_b_2_1/102-2057549-0828931?s=books&v=glance&n=283155
As for other DC stories - Green Arrow is the way to go. Phil Hester drew the first 40 or so issues of the latest series, aided by excellent scripts from Kevin smith, Brad Meltzer, and Judd Winnick. I did some write-ups for the book back on page 4
http://superherohype.com/forums/showpost.php?p=6132291&postcount=95
Invincible - earns it's title of "probably the best superhero comic on the stands" over and over, Invincible never stops being a great read. Make sure to get the hardcover! covered on page 1:
http://superherohype.com/forums/showpost.php?p=6101625&postcount=2
other stuff:
we3 - if you enjoyed JLA: Earth 2, you should love We3, since it's also by Grant Morrison and Frank Quitely. It's this bizarre little sci-fi tale about three cybernetic assassins... that happen to be a dog, cat, and bunny.
http://www.amazon.com/gp/product/1401204953/qid=1149632228/sr=2-1/ref=pd_bbs_b_2_1/102-2057549-0828931?s=books&v=glance&n=283155
For more non-superhero stuff - well, I've littered this thread with them, just check page 1. For some great Sci-Fi, anything written by Warren Ellis (The Authority, Planetary, Ocean, Transmetropolitan) or Phil Hester (The Coffin, Deep Sleeper). Anything published by Vertigo will also blow you away (Preacher, 100 Bullets, Sandman, Fables, Y-The Last Man)