I came to W.H. Auden's poetry relatively late: when I was an undergraduate, Yeats and Eliot ruled from the world of the dead, and I'm not sure that many English Department people knew what to do with Auden's plain, colloquial words.
Here's a wonderful Auden passage: the first six lines of the very late poem "A Thanksgiving" (the next-to-last poem in Edward Mendelson's edition of the Selected Poems):
When pre-pubescent I feltWhat's to like? A number of things:
that moorlands and woodlands were sacred:
people seemed rather profane.
Thus, when I started to verse,
I presently sat at the feet of
Hardy and Thomas and Frost.
The poet is quietly dazzling, writing syllabic verse with 7-, 9-, and 7-syllable lines. Note too the partial rhyme of verse and Frost and the way line six echoes "Tinker to Evans to Chance."
The poet characterizes his youth in a funny, self-deprecating way. It's impossible to imagine, say, Dylan Thomas in "Fern Hill" speaking of himself as "pre-pubescent." "Rather profane" is a nice swipe at the attitudes of youth too -- people, mucking up the landscape! A pre-pubescent of course would be untroubled by his own profane presence in these sacred territories.
There's more subtle comedy too: even when the poet, as a very young man, is writing poems without other people in them, he has to learn how to do so from other people -- from Thomas Hardy, Edward Thomas, and Robert Frost. So the solitary wanderer is not so solitary after all, and if he's sitting at the metaphorical feet of other poets, he's not wandering either.
One more point: Auden is taking up the centuries-old poetic practice of honoring by surname, as in Ben Jonson's Cary-Morison ode: "Nothing perfect done, / But as a CARY, or a MORISON." But he's having fun with this practice, sneaking in the American Frost and later acknowledging Brecht and Kierkegaard. Contrast the insular Philip Larkin, who once responded to an interviewer's question about another writer-librarian by asking "Who's Jorge Luis Borges?"
2007 is Auden's centenary -- one more good reason to take a look at his poems.