Suppose I wanted to introduce myself to a comic book character I’d never read before, but wanted to read a whole collected story about. Which trade paperback should I pick up? It doesn’t have to be a story that tells the most about a character (or team), just a really enjoyable one. What should I read?
Watchmen
Green Lantern: Emerald Twilight
Preacher: pick one!
Astro City: Life in the Big City
Crisi on Infinite Earths
Origin (of Wolverine)
Strangers in Paradise: I Dream of You
Whiteout
Catwoman: Dark End of the Street
Preacher: Until the End of the World
Sandman: Brief Lives
The Magic of Aria
Courtney Crumrin & The Coven of Mystics
Hellblazer: Dangerous Habits
Jinx: The Definitive Collection
The Return of Mr. X
Queen & Country: Operation Morningstar
Starman: Sins of the Father
Saga of the Swamp Thing
Vogelein: Clockwork Faerie
Y, the Last Man: Unmanned
I’ve never read any Thor or Fantastic Four stories? Any good collections out there for those two?
I’ll go for Most Obvious Response Award: Batman, The Dark Knight Returns.
Sorry, don’t know about Thor or the FF.
Doom Patrol: Crawling from the Wreckage
Animal Man: Animal Man
Flash (Barry Allen): The Life of Barry Allen
Flash (Wally West): The Return of Barry Allen
Shazam (Captain Marvel): The Power of Shazam
Superman: Superman - Peace On Earth
100 Bullets: First Shot, Last Call (OK, this isn’t a ‘character’ per se, but it’s still a good read)
And as for Fantastic Four and Thor? Don’t waste your time reading Marvel, my good man! 
Jack Kirby’s seminal Fourth World Opus is avialiable in TPB (In three volumes, New Gods, Mister Miracle (my fave), and Forever People). Pick it up.
If you want to read Fantastic Four, I recommend the Masterworks TPBs by Stan Lee and Jack Kirby (starting with issue #1, from back in 1961). Barnes and Noble has recently been carrying affordable TPB editions of the Masterworks, which were usually expensive hardcover editions. For something more recent, I know at least one person who loved the Imaginauts TPB by Mark Waid and Mike Wieringo (the first run by the current writer and artist).
But other than that, you can’t go wrong with Selkie’s list.
Green Lantern/Green Arrow: Hard Travelling Heroes. Both volumes.
Anything with the words “Astro City” in the title.
I disagree with Selkie about Sandman. Season of Mists (vol. 4) is the one to read if you’re not sure you want to read the whole Sandman story (which is in 10 volumes). Not only is it really excellent, it doesn’t require you to know much about the characters beforehand. While Brief Lives is unarguably fantastic, it’s the wrong volume for your first taste of Sandman. It depends rather heavily on an understanding of the characters and things that have happened in the past. Moreover, it’s pretty much the climax of the whole Sandman story and will partially spoil your enjoyment of the earlier volumes, should you choose to go back and read the whole thing (which you probably will, because Sandman is that good).
–Cliffy
Actually there are more volumes out now. The original 1970’s runs of New Gods and Forever People were small enough to fit in one volume, but Mr. Miracle’s book lasted longer. The last half of the series is reprinted in a fourth volume called “Jack Kirby’s Fourth World.” In addition to the thee titles Kirby created for his the Fourth World, he also took over “Superman’s Pal Jimmy Olsen” at the time and made it part of the Fourth World saga. That’s being reprinted as well – in color! – and the first volume came out a couple months ago. (I think there’s one more on the way.)
–Cliffy
Just finished Crisis yesterday. Thought it was truly awful. just my opinion of course