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Grant Morrison’s run can fit into two volumes, with a third companion volume of issues that came out during the same time.

Volume 1

JLA 1-9
JLA/WildC.A.T.S. 1
JLA 10-15
New Year’s Evil: Prometheus
JLA 16-17, 22-23

Volume 2

JLA 24-26, 28-31, 34, 36-41
JLA Classified 1-3

The Grant Morrison Companion

Secret Origins #46 (1989)
JLA: Midsummer’s Nightmare 1-3
JLA Secret Files 1
Tomorrow Woman 1
JLA Annual 1
JLA Secret Files 2
JLA 18-21
JLA Annual 2
JLA 27
JLA 35

The Companion has all of the fill in issues and ancillary stories from the era.  It starts off with a story Grant Morrison wrote about the JLA’s headquarters 8 years before they took over the series.  The rest of the issues are arranged in chronological order, which might not be exact publishing order.

JLA Annual 3 is in my JLApe volume.  JLA #32-33 are in my No Man’s Land volumes, otherwise they would go in the Companion.

DC One Million fits exactly between volumes 1 and 2. That was by design.