OK, here is mine. Very hard to pick some stuff for me.

Now I'm Nothing
Terrible Lie
Mr. Self Destruct
Last
I Would For You
We're in this Together
Non-Entity
Me I'm Not
The Great Destroyer
Eraser
The Frail
The Wretched
Every Day is Exactly the Same
Deep
Please
The Big Come Down
Sunspots
Meet Your Master
Sin
Dead Souls
Happiness in Slavery
Head like a Hole

The Downward Spiral
The Beginning of the End
Heresy
The Only Time

La Mer
Even Deeper
The Day the World Went Away
Something I can Never Have