I pulled the publication history from Wikipedia and included links and prices (as of today). I've changed their order somewhat for easier volume grouping. I've underlined the ones I moved temporally.
Creatures of the Id one-shot (Caliber Press). Black and white. October 1990.
This story is listed as "Madman: For the Record" 99 cents.Madman #1-3 (Tundra Publishing). Black, white and blue. 1992.
Madman Adventures #1-3 (Tundra Publishing). Full color. 1992–1993.
Both of these are in Madman: Volume 1. $11.99Madman Comics #1-20 (Dark Horse Comics). Full color. 1994–2000.
Issues 1-11 are in Madman: Volume 2. $11.99
Issues 12-20 (as well as the Super Groovy Special below) are in Madman: Volume 3, $11.99Madman King-size Super Groovy Special (Oni Press). Full color. July 2003.
In Madman Volume 3 (linked above)Savage Dragon #83-85 (Image Comics). Full color. 2001
This plus some new material in: Madman: 20th Anniversary Monster, $11.99The Atomics #1-15 (AAA Pop Comics). Full color. 2000–2001.
It Girl one-shot (Oni Press). Full color. May 2002.
Spaceman one-shot (Oni Press). Full color. July 2002.
Mr. Gum one-shot (Oni Press). Full color. April 2003.
Madman Atomic Comics #1-17 (Image Comics). Full color. 2007–2009.
All of these listed from The Atomics to Madman Atomic Comics are in the Madman: Atomica! collections (follow the links to see what's in which volume):
Madman: Atomica! Part 1, $10.99
Madman: Atomica! Part 2, $10.99
Madman: Atomica! Part 3, $10.99All New Giant-Size Super Ginchy Special! (Image Comics). Full color. April 2011.
Right here, $5.99What's missing? A few titles, mostly crossovers:
- Grafik Muzik #1-4 (Caliber Press). Full color in #1-2; black and white in #3-4. 1990–1991.
- Superman/Madman #1-3 (DC Comics/Dark Horse Comics). Full color. 1997.
- Nexus Meets Madman one-shot (Dark Horse Comics). Full color. 1996.
- Madman/The Jam #1-2 (Dark Horse Comics). Full color. 1998.
So there you have it, the vast majority of the Madman universe for about $94. Oh wait, there's more! I almost forgot the spin-off series, It Girl and the Atomics. 12 issues in two volumes (one - $9.99 and two - $14.99). This takes the total to about $119. It is a good sized run though, and man that artwork is just amazing. Don't let the covers fool you, the art inside It Girl and the Atomics is of a different style. It's more contemporary, but still very good.
I'll probably work my through at my own pace, buying as I go. Of course, if there's an Image-wide sale I may have to snag them all at once.