The only one I've read was
The Scar, which is excellent. I read that before
Perdito Street Station which is the first book set in that world, but they are unrelated in narrative so you won't miss anything by reading
Scar first.
Everyone I've known who has read
World War Z says it's excellent, but not a book you pick up and read all the way through. It's written in the format of a series of interviews with people after the fact, so you might want to pick it up and read a chapter or two while reading something else.
As for other steampunk, Brandon Sanderson's
Mistborn trilogy is fantastic but not steampunk. However, I mention it because the books following the first trilogy will be, starting with
The Alloy of Law this fall. If you want steampunk
and zombies, Cherie Priest's
Boneshaker got nominated for a Hugo last year, a pretty good indication that it's decent, although I haven't read it yet. I really enjoyed
Clockwork Heart, I hope the author writes again.
Sun of Suns is a sci-fi with a lot of excellent steampunk elements and some fantastically imaginative worldbuilding.
The Court of the Air is pretty good, even though it took me a while because I was in a phase where I wasn't reading much.
I adore the steampunk aesthetic. Unfortunately it seems right now you have to wade through mounds of crap to to get to the good stuff. I think it's because steampunk is a fledgling genre and those writing in it are making it up as they go along. One of the biggest problems I've found with steampunk literature over the past few years is that, because it's become trendy, crap authors will slap some steam and clockwork into a crap book and sell more just because it's "steampunk". I have yet to find any steampunk authors who have truly wowed me the way some fantasy and sci-fi authors have (Patrick Rothfuss, Brandon Sanderson, Iain M. Banks, Louis McMaster Bujold) Whatever you do don't pick up something just because it has a cool cover, do a little research first.