The one that comes immediately to mind is Diamond Dogs by Alistair Reynolds. It was a dark story and I really enjoyed the ending, which smacked of obsession. I also liked the dark cruelty of the Blood Spire.
I always loved the PKD short story collections. I have 3 of the Gollancz yellow jacket books at home, (Beyond Lies the Wub, The Father Thing and We Can remember it for you wholesale.)