Having finished up The Caryatids and the spime-tastic (unintentional) playbook for IBM's "Smart Planet" Shaping Things, I've now read all (I'm pretty sure...except for the Difference Engine, co-authored with William Gibson) of Bruce Sterling's books. There's a passel of them, but I'm a pretty big fan of his fiction and non-fiction. The list above is incomplete, of course, but it's the things I thought of as reoccurring several times through-out the short stories, fiction, and non-fiction.
After having read all of them, my main suggestion is to make sure to read his first three books: Involution Ocean, The Artificial Kid, Schismatrix They're completely different than Cyberpunk and post-Cyberpunk Sterling and a lot more "space opera" but with that gritty edge you'd expect from a Cyberpunk dude.