I know this post is hella old, but I haven't got much else to do, so what the hell.
John I'm Only Dancing and This Is Not America are the only genuine stand-alone singles the man released, both of which are pretty good songs. There are several more singles from soundtrack albums to speak of, like the original (pre-Let's Dance) mix of Cat People from the film of the same name, Underground from Labyrinth (along with a bunch of others), Absolute Beginners and Real Cool World. As far as soundtracks with Bowie involved go, get the Absolute Beginners one, as besides some very good Bowie songs, there are some great nurabers from Sade, the Style Council, Ray Davies and so on.
It's well worth getting his unreleased album of re-recordings of his 60s material, Toy, as well, as some of those recordings are easily among the best he's done. As far as bootlegs go, the Outside Outtakes are basically some of the outright weirdest songs the man ever recorded, and are well worth hunting down as well.