Now I have to see if I can find that story, it sounds really interesting…
You can get some very cheap used copies on Amazon’s Marketplace right now:
http://www.amazon.com/exec/obidos/tg/detail/-/1582401721/qid=1122223370/sr=8-1/ref=pd_bbs_sbs_1/002-0087146-5956878?v=glance&s=books&n=507846
I was just checking that out, actually. But then there’s my next problem - shipping costs 2-3 times more than the cost of the book itself 
[/hijack]
There are too many good answers.
I’m going to mention the Planetary/Batman crossover, Night on Earth, which Warren Ellis wrote with a deft and humorous touch that exemplifies the mystery of Elijah’s background, and gives us a wonderful recap of Batman’s many incarnations.
I’m also going to mention Superman and Batman : World’s Funnest, detailing a game of cosmic tag between Bat-Mite and Mxyzptlk, which touches ona dozen different earths of the greater DCU.
The Amazing Screw-On Head gets my vote for best comic book ever, so it counts as my favorite single comic issue as well.
The second issue of the “Dangerous Habits” storyline in Hellblazer, where Constantine goes to Ireland to meet his friend who made magic stout, was brilliant.
The second or so issue of the “Season of Mists” storyline in The Sandman was so good that it got me back into the comic. I had been so turned off by the “24 Hours” issue that I stopped getting the series, and then months later saw a new issue with a very cool cover and art by Matt Wagner. I liked it so much that I bought every issue until the end of the series, and went back and bought (at much higher prices) the ones I’d missed.
Green Lantern #48 (vol. 3) - “Emerald Twilight” pt. 1
Hal returns to find Coast City and it and its 7 million inhabitants gone. He becomes distraught and blames himself for not being there to defend his hometown.
He tries to use his ring to restore the city. He succeeds for a short while until his ring runs down. He makes the decision to get more power at any cost.
From Uncanny X-Men, “Kitty’s Fairy Tale.”
“Who’re you?”
“I’m MEAN!”
Marvel [del]Tales[/del] Tails – The first appearance of “Peter Porker, the Spectacular Spider-Ham.” Guest-starring Captain Americat.
“Hey, Steve, how do you keep that shield hidden when you’re in your secret identity?”
“My tailor is VERY good.”
G.I. Joe #21 – “Silent Interlude”
DC used to have all of their annuals follow a theme (are they still doing this?). One year, it was “Tales of Distant Earth.” Every story was set in a far-distant future, where Earth was a semi-legendary, almost forgotten place. The Supergirl annual really got to me, especially the first half, where a woman shanghaied into being mentally linked to a mining robot manages to turn the tables on her captors but losing any chance of reuniting her mind whith her body. The Batman annual that year was good, too.
Another year, the theme was “Ghosts,” and Flash had a memorable run-in with the ghost of Johnny Quick. We also got to see what would happen if the Flash went sleepwalking. (If memory serves me correctly, he woke up in Egypt.)
Ancient comics here, from the 1960s:
Fantastic Four #50 – the conclusion of the Galactus Saga. It’s got Galactus, The Watcher, the Silver Surfer, the Ultimate Nullifier, and the Fate of the Earth. The Silver Surfer ends up turning against Galactus and exiled to Earth. Mythic storytelling that Marve would use as background for years.
Silver Surfer #6 from the original run. Silver Surfer vs. the Overlord
Batman vs, The Hulk – As far as I can recall, the second crossover, done after Superman Vs. Spiderman, which I wasn’t fond of. The Batman vs. Hulk was pretty cute, though, with literary references at the end!
Treasure Chest of Fun and Fact – I can’t recall the issue number of this Catholic comic, but it was the end of one of their ten-part stories, which they did so well. The story in this case was “Pettrigrew from President”, and followed two kids trying to help a candidate against the malicious forces that were working to prevent his election. Throughout the entire series, you didn’t see Pettigrew’s face, which is revealed finally on the last page. Pettigrew, it turns out, is the first black president of the United States, and finally you understand why people have been ploting so feverishly against him. This story was done around 1964, when the Civil Rights fighting was pretty intense. this was a much more serious social issue even than it would be today. That last panel made you go back through and see what they’d been saying about the presidency and the political process in the earlier parts. Pretty gutsy for a Catholic comic.
regarding “Pettigrew for President”
Here’s a reference to some issues in the collection at Michigan State University. Who woulda thought (joltin’) Joe Sinnott was the artist? Berry Reese (who?) wrote it, and it appeared in Volume 19 for 1964. That would have been issues 11-20, I think. Note that the title includes “1976” – that’s the future year that this race would be held in, twelve years from the year it was published.
Lotta great ones here. I’ll put another mention of Sandman’s “Three Septembers & a January” the Emperor Norton issue.
The Amazing Spiderman annual #20 (1986) is one that stands out for me. Spidey has to battle Iron Man from the far future of 2020!!! It sounds corny, but it was done very well. I loved that one.
Another Starman issue: “Midnight in the House of El.” Jack, Mikaal Tomas and the "Mother Box Ted, while lost in space, find themselves on Krypton during Jor-El’s youth.
Don’t know if anybody’s ever read Nexus, but he’s an intergalactic hero, drawn in the classic sci-fi Buck Rogers style, who is compelled to hunt down murderers across the universe and take them out.
His attention is drawn to a planet called Clockwork, towards four individuals: an assassin, an insane serial killer, a young duchess who arranges mass killings, and a killer of chidren. Nexus decides rather than confront themindividually and blast them to bits, he’ll arrange for them to kill each other.
So he dons various disguises and identities, mainpulates each one of them into an intricate plan, and by the time it’s all over, they killed each other except for the child killer. Nexus confronts him, puts on his mask, and announces he’s come to kill him. The child killer rushes forth with a knife, and Nexus catches him by the arm and electrocutes him.
The last words are, “I reserve the pleasure of killing the child killer for myself.”
Oh, Muhammad Ali figured out Clark Kent was Superman and kept it to himself until the last two pages. This always blew me away as a kid because Lois Lane and Jimmy Olsen were standing right there when Supes let the clue slip and neither of them figured it out.
Askia:
Well, they didn’t call him “the Greatest” for nothing.
Y’know – it’s been at least a couple years since I read this. I think dig it out and read it tonight.