I've read all of those, but the Tale of Genji is easily the best, with the Tale of the Heike in second. Have you read (or seen) any Noh, Bunraku, or Kabuki plays? After all, what you've read amount to the classics of Japanese literature, so you might want to check out the classic plays too. Of course, you should take in some classic poetry like the Kokinshu or Shinkokinshu. Unlike most people, I prefer the Shinkokinshu to the first compilation.

I really only like reading poetry in Japanese, though. Reading the translations takes a lot out of it, since a huge part of waka (which I prefer to haiku) is the beauty of form and sound. It's hard sometimes with the archaic Japanese, but I'm able to get most of it, using the translation as a guide if I can't completely grasp it. Of course, if you don't know Japanese this is difficult, but reading the Japanese even if you don't understand it will give you greater appreciation for the poetry.