The Curtain: an essay in seven parts
This one is going straight to the top of my wishlist. I adore Kundera. I've read everything he's written that's been translated into English... in fact, when I was in college, I took a whole class just on his work (the joys of being a comparative literature major!). The novels are great and his nonfiction is amazing.
Kundera's not for everyone, but if you haven't read him, you should give him a try. If I remember correctly, Nancy Pearl even has a whole section on him in one of her Book Lust books (or maybe it's a section on Czech writers in which he features prominently; I'll double-check this evening).
Immortality might be a good place to start ... or maybe Laughable Loves (a collection of short stories).