I have quite an extensive Terry Pratchett collection. I believe I have most published works (altough the short story "Troll Bridge" I have only in "The Mammoth Book of Comic Fantasy", not the other two publications where it is available). For some reason "The Last Hero" was for me the hardest novel to get, seemed to be nearly bloody impossible to get it up here in frozen north; supposedly art novels are not intended for barbarians...
My favourites are without doubt "Sourcery", "Interesting times", "Last Hero" and "Men at Arms". In those novels Pratchett shows best, in my opinion, his skills in being funny, witty and philosophical all at the same time
Him Diamond. Him King.