I'd actually recommend Let's Dance next. I do love Heathen, but outside of Next Day, you seem to be going chronologically.
It has the classic Let's Dance, but it also has Cat People (best known for it's use in Inglorious Basterds, despite being written for the 1984 Cat People remake) and Criminal World.
What I don't recommend is the ironically titled Never Let Me Down. I guess this one has a reputation for not-goodness, but I learned how disappointingly dull this one first hand. I do have a soft spot for "Glass Spider", but that's because I have a weakness for song stories (Re: Spinal Tap's Stonehenge or Gorillaz "Fire Coming Out of the Monkey's Head")