Whew... thanks a lot, man! I've already read just about every book Tolkien wrote about Middle-earth, but I mostly got them in trade paperbacks and stuff since they were cheaper. Well, fast forward about five years and, sure enough, they're all going to pieces. Since I had a big pile of cash set aside from tutoring struggling kids in math (I almost felt guilty: the prices we charge for that sort of thing are almost highway robbery), I figured I'd get the best hardback editions of all of them. For those Americans interested in collecting all of them, these are my picks:
The Annotated Hobbit (2002)
http://www.amazon.com/Annotated-Hobb...dp/0618134700/
The Lord of the Rings: 50th Anniversary Edition (2004)
http://www.amazon.com/Lord-Rings-50t...dp/0618517650/
Poems and Stories (1994)* [Contains "The Adventures of Tom Bombadil"]
http://www.amazon.com/Poems-Stories-...dp/0395689996/
The Road Goes Ever On (2002) [Also contains "Bilbo's Last Song"]
http://www.amazon.co.uk/Road-Goes-Ev...dp/0007136552/
The Silmarillion: Illustrated by Ted Nasmith (2004)
http://www.amazon.com/Silmarillion-J...dp/0618391118/
Unfinished Tales of Númenor and Middle-earth (2001)
http://www.amazon.com/Unfinished-Num...dp/0618154043/
The Book of Lost Tales: Part One (1984)
http://www.amazon.com/Book-Lost-Tale...dp/0395354390/
The Book of Lost Tales: Part Two (1984)
http://www.amazon.com/Book-Lost-Tale...dp/0395366143/
The Lays of Beleriand (1985)
http://www.amazon.com/Lays-Beleriand...dp/0395394295/
The Shaping of Middle-earth: the Quenta, the Ambarkanta, and the Annals (1986)
http://www.amazon.com/Shaping-Middle...dp/0395425018/
The Lost Road and Other Writings (1987)
http://www.amazon.com/Lost-Other-Wri...dp/0395455197/
The Return of the Shadow: The History of "The Lord of the Rings," Part One (1989)
http://www.amazon.com/Return-Shadow-...dp/0395498635/
The Treason of Isengard: The History of "The Lord of the Rings," Part Two (1989)
http://www.amazon.com/Treason-Isenga...dp/0395515629/
The War of the Ring: The History of "The Lord of the Rings," Part Three (1990)
http://www.amazon.com/War-Ring-Histo...dp/039556008X/
Sauron Defeated: Including The History of "The Lord of the Rings," Part Four (1992)
http://www.amazon.com/Sauron-Defeate...dp/0395606497/
Morgoth's Ring: The Later Silmarillion, Part One (1993)
http://www.amazon.com/Morgoths-Ring-...dp/0395680921/
The War of the Jewels: The Later Silmarillion, Part Two (1994)
http://www.amazon.com/War-Jewels-Sil...dp/0395710413/
The Peoples of Middle-earth (1996)
http://www.amazon.com/Peoples-Middle...dp/0395827604/
The Children of Húrin (2007)
http://www.amazon.com/Children-Hurin...dp/0618904417/
While the majority of this next book is not by Tolkien, it does contain a linguistic essay of his called "Guide to the Names in 'The Lord of the Rings.'"
"The Lord of the Rings:" A Reader's Companion (2005)
http://www.amazon.com/Lord-Rings-Rea...dp/0618642676/
If all of these books don't slake your thirst for Middle-earth, there's a two-volume set of books coming to the US in a month or two. They cover the development of "The Hobbit" in much the same way that the History of Middle-earth series covered "The Lord of the Rings" and "The Silmariliion."
Well, That was probably a wasted effort, but there's always a chance this list might be helpful to some newer fans to the series.
*There is a deluxe version of this book released in the UK in 1980, but the prices people ask for are unreasonable (upwards of $150). If you've got the cash, I'd suggest you scoop up the deluxe version, but most will want to stick with the one listed.