It may seem like a generic suggestion, but if you've never read the
Sandman comics, you should party like it's 1995 and go pick them up. Don't let the look of it put you off. I avoided reading them for a long time just because the style seemed odd to me when simply picking up a volume and thumbing through it, but if you sit down for an hour and read it your impressions will be very different. It's a classic series in every sense, and Neil Gaiman is a genius.
My other favorite is
Berserk, from the Japanese sector. It's hyper-violent and completely insane, but there's actually some remarkable storytelling beneath it all, and as the series goes, Guts becomes one of the most interesting, identifiable, and pitiable heroes in fiction. It's a weird mix that offers gratuitous violence and some sexual stuff that almost seems to border on hentai, but also a palpable and very heavy-laden storyline with strong emotional undercurrents that contrast the other stuff. The art style is very 80's-looking in the beginning, so you have to forgive it a little, but it becomes much stronger as things go (the series has been going for like 20 years... I think domestically we now have 26 volumes, and it was only somewhat recently picked up by Dark Horse after years of being ignored by western publishers, forcing fans to deal with scans and fan translations). There was a kickass Dreamcast game based on it which came out a long time ago, that I played to death because it actually offered unique storyline that fit really well into the series, and it was also an anime, which also suffers from being slightly dated-looking and ends upon the worst cliffhanger ending ever in the history of television and generally makes people want to rip their own eyes out. Thankfully we have the manga in English now, but we didn't for a long time, and that's what drove many of us to get translations and scans. I love watching people during the last couple episodes of the show, because they just can't believe it's happening, or where it ends.
