OK, here it goes (no particular order):
Arcs and minis:
RETURN OF SUPERMAN/REIGN OF THE SUPERMEN: I like it because it's an epic story. It uses elements from the previous years of Superman stories (Hank Hensaw, Cadmus, Eradicator...), making it seem like the purpose of those elements was taking part in that story all along. The story's epilogue by Kesel and Grummett (I think it was Adventures #506) was an instant classic.
SUPERMAN/DOOMSDAY, HUNTER/PREY: Excellent art and an unusually good story from Jurgens (this is the best thing he ever did with the character, along with Superman/Aliens). If only they left Doomsday at that and stopped fucking with the poor guy...
EXILE SAGA: Particularly the Gladiator part. Particulary Action Annual #1. I read that one without reading any of the events surrounding it, and still I enjoyed it a lot.
BRAINIAC TRILOGY: It can summed up in the last scene. After letting Brainiac escape to save to save the city by taking a bomb to the sea, Superman comes out of the water, and gets a telepathical message from Brainiac promising that he'll be back. Superman says: "I'll be waiting for you. That's my promise!"
BLACKOUT: What I like the most about it is the relationship about Superman and Mr Z when they don't remember who they are. It's a shame he never showed up again. The last episode is also pretty cool, when Dubbilex gets into Superman's mind and helps him "tear down the walls" in his mind. Also, it introduced Lex Luthor II, the coolest version of the character so far.
THE BATTLE FOR METROPOLIS: Like KK here, I think "Swan Song" was the high point of the arc, but the whole thing was very enjoyable. I loved the way they took care of some of all the subplots so drastically (Underworlders, Lex/Happersen/Kelly, Cadmus/Westfield/Donovan).
SUPERMAN/MADMAN: I would like to see Allred team up with Alan Moore for a Superman story. He's a pretty good writer, though, as this story shows. Classic ending.
THE DAY OF THE KRYPTON MAN: Good fun, for the most part. The last two episodes (Adventures by Perez/Jurgens and Action by Stern/Perez) are excellent.
WORLD OF KYRPTON: I haven't read the other two "WORLD OF..." minis, but I've heard this one is the best, and I think it'd be hard to top it. It's to Superman what Atlantis Chronicles was to Aquaman. That means, it's a highly overlooked but excellent story. One of the best things I've read from Byrne. And Mignola is as good as always.
I also like the Legends Crossover and Time and Time Again.
Individual issues:
Superman #1 (Metallo), #11 (Mxy), #18 (Return to Krypton with Mignola), #40 (Simyan, Mokkari, and the 4-Armed Terror!), #51 (Mr Z), #74 (love that Waverider), #95 (part of DEAD AGAIN!, with the New Gods and Atom), #131 (Lena born, Berkowitz dies)
Adventures of Superman #441 (Mxy), #445 (Brainiac strikes again, Ordway's first great issue as writer), #448 ("The Ledge"... more great stuff from Ordway), #456 (Turmoil), #466 (Fantastic Four gone wrong), #482 (Parasite), #483 (party at Bibbo's!), #487 (the cover's worth it), #494 (Kismet), #495 (Forever People), #506 (Superman vs Superboy), #508 (Challengers), #510 (Bizarro), #518 (DEAD AGAIN!, in Apokolips), #520 (Night of a Hundred Thieves!), #525 (Death of Clark Kent is finally over!), #544 (Intergang is Back! Showed a lot of promise...), #550 (not the Luthor trial, for Gob's sake... the Guardian back up story), #558-#560 (Dominus Saga, Silver Age stories)
Superman: Man of Steel #5 (Curse of the Atomic Skull), #37 (BATS!), #39 (I can't remember what that one is about... but look at that cover!), #75 (Death of Mister Mxyzptlk), #80-81 (Dominus, Golden Age)
Action Comics #643 (Superman back on Earth, Perez debuts), #644 (Bye bye Matrix), #646 (fill in by Stern and Giffen!), #678 (they saved Luthor's brain! no kidding!), #701 (Luthor in the Kryptonian suit), #738 (Immonen's first one), #740 ("Ripper")