Ranked in order of “Good to read in one sitting,” and not necessarily in order of quality:
Transmetropolitan - I’d start here. It’s one of the shorter reads in the list, fast-paced, funny as hell, reasonably thought-provoking if not especially deep, and gorgeously (and consistently) illustrated. Thematically, it’s the bastard love child of William Gibson and Hunter S. Thompson. Might stir up unpleasant memories of the last election, though.
Hellboy - There’s no over-all arc to Hellboy, although there are a few mini-arcs spread out through the TPBs. All the stories are ultimatly self-contained, and jump back and forth in time to tell whatever story is on Mignola’s mind. Probably the easiest to read in one sitting, but also the least necessary to read in one sitting.
Preacher - This is a pretty hefty read, simply in terms of sheer weight. Also, very much a “guy” comic. A lot of emphasis on standing by your buddies, treating your women right, be a stand-up guy, and kicking in the teeth of anyone who disrespects you and yours. If you enjoy John Wayne movies, even ironically, you’ll probably enjoy Preacher. And don’t let the manly-man stuff fool you. There’s a very strong emotional heart to the piece, that ultimatly proves to be more important to the rather shallow “angry atheist” theme that starts out the series.
The Invisibles - Probably the most complex and demanding work on the list. If you understand exactly what’s going on in the story on your first pass, you are clearly some hyper-advanced mutant with a big veiny forehead and probably psychic powers. On the other hand, comprehension is not a pre-requisite for enjoyment on this title. I originally read the whole series out of order, which might have caused some sort of permanent brain damage. I still fell in love with it. I also still don’t know what the fuck the ending was all about, but I’m pretty sure it was both cool and brilliant. Take your time on this one. Word of warning: the art in some of the TPBs is awful. Don’t let it phase you. The story more than makes up for it, and eventually the art catches up.
Sandman - Without a doubt, the best of the bunch. Don’t read this one all at once. Savor it like fine wine. That’s all I have to say on this title. I don’t need to sell it, it sells itself.
Swamp Thing - I’ve only just started this series myself. Good, so far, but nothing amazing. I’m only one TPB in, though.