I still love Heinlein, even if tend to agree his later stuff isn't as good. It still has moments that make it worth reading to me, but your mileage might vary. I would also put the cut off for the end of his "good stuff" later; in particular Moon is a Harsh Mistress is a favorite of mine.
Doc Smith is fun to read to see where so much stuff started but it's been strip mined by everybody else to the point where it doesn't work as well if you don't have the historical context.
I did enjoy the new Hitchhiker's Guide book. It wasn't Douglas Adams but it didn't try to be and that's why it worked. Douglas Adams is, sadly the one author where as far as I know I've read or seen EVERYTHING by him that was released. There may be some early radio sketches but for the most part I envy everyone who still has stuff of his to enjoy for the first time.
Neil Gaiman, Harlan Ellison, Robert Heinlein, Michael Moorcock and Terry Pratchett I'm close to everything I can find by all of them. But to different degrees there is stuff I can't find; Ellison in particular has a lot of stuff that's never been reprinted. Except for Heinlein I've got at least a few genuinely scarce books by all of those authors. I've also got the two books that are the complete "Cordwainer Smith"; I really should try and track down some of Linebarger's non- SF stuff.
I actually thought Anathem was a return to form for Stephenson; I never did finish the Baroque Cycle. I really need to go back and try that again; he's another favorite.
In the odd side category, I think I have everything by "Kenneth Robeson" other than the handful of Avenger short stories that ran as backups in other pulps. I don't think I have anything by any of the various authors who were "Kenneth Robeson" under their other names or pseudonyms other than Murray and Goulart.
I've got a nice smattering of the old pulp digests, Astounding/ Analog in particular. After so many years of collecting they always feel cheap to me and there's an amazing variety of authors and stories in them. (I wonder if the one story C. C. Beck did has lapsed into the PD; it would be an interesting item to show people.)
About 10-15 years ago I started joking that the plan was to open a bookstore when I retire in self-defense. (I'm just under 40 now.) Then around 5 years ago I realized that it wasn't a joke; that really is my plan.