My favourite comic series is a little known one called Thieves and Kings, an independent comic by Mark Oakley, who is from Canada. It’s sort of a fairy tale adventure, with an epic sensibility, belied by it’s simple setting.
Here’s some from Japan. I’m not certain that all of them have been translated and released.
Psychological
Doll - Mihara Mizukazu
What ramifications are there of having perfectly human robotic slaves? What parts of humans’ secret lives can an unfeeling robot see that no one else can?
Shadow Star - Mohiro Kitoh
Children get pokemon style creatures that are fighting a war. However, this is a bloody, gristly war that the children don’t understand and forces them into a tortuous life.
Philosophical
Battle Angel Alita - Kishiro Yukito
An amnesic cyborg warrior explores a run down city of cyborgs and humans, trying to find her way in the world.
Friendly
Aria/Aqua - Kozue Amano
Kindly women go about living a peaceful, lovely life.
Nausicaa of the Valley of Wind - Hayao Miyazaki
(Classic Manga) A princess from a small kingdom is forced into a key position in a war between two empires, while also mediating between humanity and nature.
Aqua Knight - Kishiro Yukito
A trainee Aqua Knight has set out on her whale to explore an island world and get into adventures. This leads her into a battle between fantasy and cold hard logic.
Action
Berserk - Kentaro Miura
The life of the world’s greatest swordsman, as he grows and becomes a member of major crusade to change the world. Or perhaps just to be tortured by demons?
Devil Man - Go Nagai
(Classic Manga) A teenaged boy is transformed into a devilish hero, but soon he must deal with the minions of Heaven and Hell and find his place between them and humanity.
Eat-Man - Akihito Yoshitomi
Bolt Crank can eat anything, and anything he eats he can summon again. He wanders a dessert planet, righting wrongs, and always seeming to know just a bit more than you do.
Akira - Katsuhiro Otomo
Bike punks must wend a path through madness as scientific experimentation unleashes mutant, demigods on Tokyo.
Libertarian
Sanctuary - Sho Fumimura
A politician and a mobster seek to overthrow the Japanese political system and rid it of gerontocracy.
Desert Punk - Masahiro Usune
After the world has been reduced to desert, one of the most egotistical, misogynistic bastard of a genius tactician slowly grows in influence, until the politics of the land become a matter that he and his apprentice must choose sides on and fight for.
Other
Blame! - Nihei Tsutomu
With almost no dialogue, this manga has some of the finest art and atmosphere of anything out there. A cyberpunk action/mystery in which our protagonist slowly climbs higher and higher within a great structure surrounding the planet, in search of clean DNA from the old days.
Got to second Bone. Probably the best all around comic in the last few decades, in that there are thrills, chills, spills, romance, betrayal, hidden royalty returning from exile, and lots and lots of comedy gold.
I agree with the person upthread who said not to start with From Hell. I just read it over the weekend, and it is indeed very demanding. It also pushes most apsects of the form to their absolute extreme (Moore likes doing that), which is great when you’ve spent some time with comics, but I think overwhelming if you hadn’t.
However, given your very eclectic and largely literary tastes, I would strongly recommend The League of Extraordinary Gentlemen. Essentially, it’s a Victorian mystery story, but it’s completely populated by characters from British literary history (Alan Quartermain, Mina from Dracula, The Invisible Man, Jekyll/Hyde). Even the most minor characters are drawn from literature, which makes it a fun “Who’s who?” kind of game, in addition to a very expertly woven plot. And it’s fun and imaginitive and just a great, wild ride. A good primer, I’d think.
Make sure you never encounter the movie version; if you’ve already seen the movie version, forget it immediately.
Also, from your tastes I’d say it doesn’t look like you’d like super-hero comics, at least not at first. So maybe stay away from Watchmen and The Dark Knight Returns at the outset. They’re great books, but you need to buy into that reality a bit more first. Thor could make for a good bridge, since it’s a superhero comic about a Norse God, but make sure it’s a really good plotline (since there have been some bad/cheesy ones).
Enjoy!
There was a Thor story arc awhile back that focused on the Norse God thing a little more than usual. I wanna say it was Spiral. Try looking for that, OP.
The ability to eat anything doesn’t strike me as that special if you live on a dessert planet.
He eats things like guns. Its weird.
I would recommend Maus (Art Spiegelman) as an excellent first graphic novel given the literary-ish part of your tastes – it’s about Spiegelman’s father’s experiences in the Holocaust (and, secondarily, about how his son deals with it, many years later, both as a cartoonist and as a son). It’s an amazing piece of work. It’s not exactly upbeat, of course – Auschwitz, for example, figures prominently-- but while it doesn’t pull punches it also isn’t sensationally horrific visually as you might imagine a Holocaust graphic novel could be (an intentional choice on his part). That is to say, I hate horror, and I love Maus.
I also adored Watchmen; liked Dark Knight and V for Vendetta okay though not really as much; thought Y: The Last Man went way downhill after the first few, and really didn’t like League of Extraordinary Gentlemen all that much (I am not exactly sure why; it seems very much like the sort of thing I’d like).
It was a pretty funny joke based off the typo Sage Rat made.
It’s probably because League (the first volume especially) is more of a collection of literary references than an actual story. The characters are more interesting than the plot and Moore seems to avoid them for the sake of squeezing in as many references for 19th century literature as he can.
Ah crap. I posted in this thread and now I’m obligated to provide the OP recommendations as part of this flood. Okay let me just grab three titles that haven’t been mentioned…
Buddha - Osamu Tezuka is the man who defined what comics and animation should be to Japan and this was one of the high points in his career. This series is essentially the life story of the Buddha. This isn’t the Japanese equivalent of a Chick tract; besides being one of the great visual story tellers Tezuka paints the Buddha as a complex, flawed man.
Death Note - Sticking with manga at the moment since that seems to be where the holes in the recommendations are (well that and European works but I don’t know European comics very well) this is the story of a smart high schooler who finds the notebook belonging to a god of death. If he writes someone’s name in it they die less than a minute later. This premise turns into a decent enough story but the real reason I’d recommend it is that it’s about what absolute power does to someone. The kid starts off bad and just keeps getting worse as he plays a game of cat and mouse with the world’s greatest detective.
Queen and Country - Okay, perhaps Eastern philosophy and fantasy are not for you. Then how about a working-man spy story. This series is about the lives of operatives for MI-5 which is nothing like James Bond. It’s a more down to earth look at modern espionage. One of the major plot elements of the first storyline is jurisdictional conflicts when Russian mobsters shoot a rocket into MI-5’s headquarters in London.
I almost mentioned this, but decided not to. Partly because it’s a little quirky and probably not the greatest introduction to the mega-genre “Comics”, but partly because it’s just so damn good that I’d hate for it to be the first comic someone ever read. Most of the rest will seem like a let down. It’d be like watching Forbidden Planet as your introduction to cold war era scifi movies.
Buddha is somewhere in my top 1 to 3 favorite comics ever, and I’ve read a lot of comics.
Yeah, this is it exactly. Thanks for articulating it 
I am usually a sucker for literary references, but I require a story to hold it together…
so, tell us, tr0psn4j, did you ever follow up on any of the suggestions in this thread? And, if so, how did you get on?