I've always thought go for what you feel you want, it doesn't have to be the piece from the 'best' or 'most popular' story, it should be what means the most to you. Does it bring back memories, is it an artist you really like, is there something in the story that gets you?
I have some big story pieces, some odd pieces from smaller stories, I bought one direct from Boo Cook because I really felt sorry for the little alien gonig to be killed by the priest in Asylum so I asked if I could buy the artwork and I have 13 ABSOLUTELY gorgeous pieces of Colin MacNeil's Devlin Waugh that I am incredibly happy with.
Most recently I suppose the last thing I bought was a Paul Marshall Tyranny Rex and Simon Jacob Armoured Gideon from Dale

The Tyranny because I love the art even though it doesn't have Tyranny Rex herself in it. The Armoured Gideon piece because it's probably the page I remember the most from it.
My wishlist is really for odd pieces and I'd like to get more artists work I don't already have but my only real wishlist is for a piece of Ezquerra Apocalypse War!
Go with what feels good is what I'd say

And be prepared to spend lots of money!