Well 'Shild's Ladder' was one of my favourites so maybe I'm not the best person to make that recommendation! If you also like a bit of cyberpunk I'd suggest 'Quarantine'. Since you liked his short stories there is another recent collection called 'Oceanic', which I've just mooched myself a copy of.
My first Egan book was "Schild's Ladder". My eyes are still sore :D A lot of exotic quantum physics and a disturbing lack of plot. Near the end is incredibly cryptic. A challenge, but not a fair one... don't know if i hate it or simply haven't understood it. I loved waaaaaaay more Axiomatic.
