Image United and Mars Attacks Image are highly essential, the other Image crossover miniseries, not so much.
ShadowHawk (original miniseries) #4:
Explains why Dragon hated the original ShadowHawk.
Both WildStar series:
No Highbrow characters appear in the first two issues of the initial series, but WildStar and co. have become more important to the Dragon Universe than any other characters not created by Erik and/or Gary Carlson (or Frank Fosco), that I'd say they're all worth picking up if you're a FinHead. Don't forget that the trade to the first series has extra story pages, bonus pin-ups, and a sketchbook section with behind-the-scenes annotations.
Dragon and co. appeared in the Erik-edited TMNT (vol. 3) a fair bit.
Leads into Savage Dragon #30.
Part of the Spawn/Dragon/Ant crossover arc.
The Big Bang crossover arc (which Erik and Gary Carlson do intend to collect on its own someday)
Worth a look/notable for creative teams:
Youngblood Strikefile #1-3:
Worth it if you can stomach Liefeld art.
Almost all of this is in the SD trades, but parts of the last two pages are not. If you want to see Jeremy "Maul" Stone snub Ann Stevens, get it.
The Back-up from Cyber Force (Vol. 2) #17, and Velocity #2:
Velocity #2 is in the Savage Dragon Team-Ups trade, but the back-up story from Cyber Force (Vol. 2) #17 that leads into it is not. In any case, Kurt Busiek does Dragon!
Liefeld drew this one, just to let you know. Too bad(rock) that the third and final chapter never came out. Maybe if we all ask Rob about it, maybe someday....
All the Alan Moore Supreme stuff, plus that one issue of Erik's run on Supreme that included SuperPatriot
Judgment Day: issues Alpha, Omega, and the Final Judgment:
Not entirely sure where they would fit into Savage Dragon continuity, but they're notable as being pretty much the only time Dragon himself was in a comic written by Alan Moore.
Battle Pope Shorts:
Funny that Battle Pope seemingly isn't set in same universe as Invincible, but both Kirkman-created series have crossed over with Dragon.
The Invincible stuff:
Among the more notable issues guest-starring Dragon and co. are #15, which overlaps with one of the Kirkman-penned SuperPatriot minis; #48-49, which have a bunch of Kirkman, Erik and Jay Faerber characters fighting together; and #60-61 and #64-65, which guest-star a ton of Image characters.
Dynamo 5: Sins of the Father miniseries:
Possibly the most important guest appearance Erik's characters have made in a Jay Faerber book.
The Maxx #6:
I love Sam Kieth's art so much that I'm not particularly bothered that he got the fin wrong (name drop!)
L♥vebunny & Mister Hell: Savage Love:
Tim Seeley and Dragon. 'Nuff said!
The G-Man stuff
Did Jack Kirby draw the little headshot of Dragon on this book's cover? If so, that's pretty cool.
The Atomics #13-15:
When Erik put the Atomics in Savage Dragon #82-85, Mike Allred used Dragon in this story-arc of his own.
Not That Essential But Has a Fair Amount of Dragon and co.:
Tribe #3 and 0 (which is actually supposed to be #4)
Union (Vol. 2) #3
Brigade (Vol. 2) #17-22, plus other Extreme publications guest-starring Vanguard:
Nothing special, but Van and Wally are given stuff to do, and I suppose it's worth the novelty factor of Marv Wolfman writing stuff with Dragon-related characters.
Badrock & Company #3 (and to a lesser extent #2)
10th Muse (Image series) #5
Johnny Raygun & Savage Dragon Preview Ashcan #1 Baltimore Con
3D Cowboy's Cosmic Convict Challenge(rs)
Gen¹³ (Vol. 2) #13B:
Not really canon, but has a funny cameo by Dragon (plus an appearance by the Ninja Turtles that is actually somewhat touching, especially to those who were fans of their original comics before the cartoon and merchandizing boom started)
Notable for being the only comics (aside from issues 1 and 2 of the original WildStar miniseries) to feature WildStar and co., but no Erik-created characters.
Spider-Man Team-Up #5:
But don't tell Marvel about this...
Dragon and several other Image superheroes appear here, as a nice tribute to Image's silver anniversary.
I Hate Image:
This 2017 FCBD offering lets Gertrude from Skottie Young's I Hate Fairyland reek havoc in the Image Universe, and not even Dragon is safe.