Just finished The Divinity Student (enjoyed it). I was planning to read The Tyrant or The Traitor next but heard The Golem is sort of a sequel to TDS? I'm usually suspicious when it comes to sequels.
I don't know much about poetry but I love reading Smith's poems. The Hashish Eater, Ode to Abyss, The Star Treader etc are absolute gems. I want to explore similar poets (if not in content, at least in style).
The difference I see is that New Weird is willing to learn more into horror and the uncanny, Magical Realism more into fantasy, and Slipstream more into science fiction (and more postmodern). But it seems like they all fall under the same category of fiction that exists between the borders of literary and genre, or inhabiting both lands.