Oooh, I can’t believe I forgot to mention the fairly new series The Unwritten: what would your life be like if your childhood was the basis of a Harry Potter-like fantasy series? What if you find out that not everything in those books about you was completely made up?
I reccomend The Athority, Planetary &The Ultimates.
All availible in graphic novels and excellent. Well done super-hero stories.
I agree with the upthread advice to ask at a comic shop, adding in that if you can find one with a significant volume of back issues you can pick up older arcs very cheap in individual issue format rather than trade paperback (I love TPBs but for a title I’m unsure about sometimes cheapest is better and if I don’t like it I can abandon it after a few issues rather than slogging through a whole book).
As for titles, I’ll second Love and Rockets, Watchmen and Ghost World - those were the titles that got me into comics when I was 16, all borrowed from friends. From Hell is also very good and very dark, but with a number of likeable (some doomed) characters. I think a lot of the characters in Watchmen are more likeable in the comic than in the movie, but YMMV. Hellboy is a ton of fun, as are the spinoffs. Bone is amazing. I can’t believe I waited as long as I did to read it, now I re-read every year or two.
One that hasn’t been mentioned yet is Concrete. The art is very clear and straightforward - easy to read for someone not super schooled in genre conventions but amazingly beautiful too. Pretty much all the characters are likeable or even loveable, but again it is very dark sometimes. Another upside is that it’s readily available in inexpensive reprints.
You can borrow mine if you like. I have a big stack by the bed of assigned reading. 
It annoys him to no end when I complain when they’re comicbooky, though. “Why the hell do they HAVE to care about what some other guy wrote in 1988? Why can’t they just write some stories about Batman?” I’d be enjoying this Civil War thing a whole lot better if every issue didn’t require an hour on Wikipedia just to figure out who the hell these people are. (Yes, I know, I am not the intended audience. But I have to read it to keep up with the Brubaker Captain America, evidently.)
Seconding this, it is brilliant. I read volume 1, and then instantly bought the whole series.
Starstruck just rereleased as a gorgeous full-color collection with expanded material. It is wonderfully hilarious space opera and one of my favorites. A very intricate plot with wonderful characters.
I’ll second Preacher and Sandman. They are in my top five for sure.
I’m currently reading Lucifer. I just started Volume 6 and I already consider it in my top five. Lucifer is just such an awesome character in this series.
Warning: the protagonists in The Authority and The Ultimates are all assholes. I don’t think the author (Mark Millar) likes the superhero genre much.
That’s what I liked about it. It is a different take.
It’s why I think Millar is a second-rater at best. His characters and stories have about as much depth as a Richie Rich comic.
We had a similar question in another thread, and I’m going to repeat my suggestions there:
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From Hell, by Alan Moore and Eddie Campbell. Moore is generally acknowledged to be the best writer in comics, and in my view this is by far his best work. It uses the Jack The Ripper killings of 1888 to examine London’s dark and convoluted past, investigating the same sort of territory as prose writers like Peter Ackroyd and Iain Sinclair. Eddie Campbell’s understated artwork evokes Victorian London wonderfully well, and Moore’s treatment of the subject matter is intelligent and meticulously-researched.
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All-Star Superman, by Grant Morrison and Frank Quitely. Another writer-artist team, this time a couple of Scots. Morrison’s another of the brightest guys in comics right now, and his Superman stories have a real sense of innocent fun about them. Quitely’s art is exquisite, and the two collections of this title are self-contained enough to require no prior knowledge of Superman’s continuity. I’d say this is the best superhero book published in the past ten years or more.
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Locas, by Jamie Hernandez. Tales of young Hispanic street-life in the barrios of Los Angles. Hernandez is a hugely talented cartoonist, who draws in the old “Archie” style, but his stories are hip, credible, charming and (sometimes) heartbreaking. He not only draws the most lovable women in comics, but makes them utterly real as characters too.
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Beg The Question by Bob Fingerman. Sleazy, low-life tales of life in minumum-wage New York, as Fingerman’s alter-ego in the book tries to scrape a living cartooning for Screw magazine. Not for everyone, and sometimes quite sexually explicit, but it definitely has its merits.
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The Treasury of Victorian Murder, by Rick Geary. Geary writes and draws each of these carefully-researched volumes telling the story of a prominent murder from the 1800s. He’s made this period something of a speciality, and depicts it with huge charm. The Lizzie Borden volume is a favourite of mine, but they’re all very good.
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Palestine, by Joe Sacco. This guy - who both writes and draws the book - has single-handedly invented the new form of comics journalism. He’s visited several of the world’s trouble spots, lived among the people there, and uses his books to describe how they survive the most terrible circumstances. Unlike a TV crew, Sacco can work with nothing more obtrusive than a notebook and a sketchpad. Unlike a print journalist, he can quickly convey the visual details of a scene by drawing it rather than having to rely on long passages of written description. The results are remarkably effective.
There’s loads of other things I could mention - Moore’s Swamp Thing, Morrison’s The Invisbles, Dave Sim’s Cerebus - but that should be enough to get you going.
Once you discover a writer or an artist you like, check out some of their other work, and you might well find something to enjoy in that too. This is a far more reliable guide than trying to follow a particular character from one creative team’s run to another, as each set of creators may have a drastically different approach.
My favorites have already been mentioned:
Sandman (and then spinoffs Death, Dream Hunters, Endless Nights, Lucifer)
Nausicaa
Y: The Last Man
Fables
Watchmen
For more typical superhero stuff, I liked Daredevil: Born Again. For very atypical stuff, if you haven’t read Edward Gorey (which I’m not sure even counts) you should.
Hey another question: Should I want to read more about Deadpool (and I suppose Sabretooth) what do I look for?
One more question (missed the edit window) what kind of money am I looking at here? I mean, say I bought the entire run of…I don’t know, how about Hellboy? How much money is that (approximately)? Is this like a major investment, or something I can do, or what?
While more knowledgable folk will no doubt step in, I started with Cable and Deadpool, and found it hilarious. You may be better served by starting at the beginning with the original Deadpool written by Joe Kelly. Cable and Deadpool definitely have trade paperback versions published, so you could look for volume 1 of that to see if you like it. I’m not sure about Deadpool…although a quick Google search shows issues 1-25 were indeed collected, and they’re all one story, so you could pick that up too. Also, Deadpool is apparently (I was unaware of this until now) about to get a lot of mainstream media - a movie, a game etc. , so get in while he’s still something of a cult favourite!
And…more research shows Joe Kelly did not write the original Deadpool after all, he wrote the one that started in 1997.
It really depends on what comic you’re talking about. There’s 12 Hellboy collections, so at ~$20 a pop, that adds up. But Hellboy doesn’t really have one overarching story line that needs to be concluded. You could stop halfway through, and not be stuck in the middle of a narrative. On the other hand, if you get into Y: The Last Man, you’re looking at ten volumes at about $20 each, and it all builds to the conclusion in the last volume.
Ok, that’s fine, because that gives me an idea. I have no problem spacing it out; I’m good at delayed gratification.
I’m no experienced comic expert. I can only tell you how I did it.
I wanted to read the X-men. Fortunately my husband is obsessed with the X-men. I started with “God Loves, Man Kills,” upon which X-Men 2, the movie, is based.
So I would suggest, if you are looking for something more mainstream, to start with the most commonly known event, something familiar to you. For me it made everything very accessible. I then poked around to find out what the other major events were that I needed to be reading. So I read Days of Future Past.
Marvel has some helpful trade paperbacks in this regard. The Essential series are a great way to get the history of a comic. They are basically a collection, in historical order, of lots of issues that would otherwise be very expensive to purchase individually. I started with Essential X-Men #2, which begins right around the Phoenix saga. Then I blew through the other 9 Essentials books, which is about 2 decades of X-Men. The only downside to these is they are in black and white. But if you want a lot of history, it’s really the only practical way to get it.
After this, I just started with the comics my husband has. So now I’ve read from the late 70s to the mid 90s, not just X-Men but the spin-offs X-Factor, X-Force, X-Calibre, Cable, etc. I want to reccomend 2 very good current titles - X-Factor and Wolverine and the X-Men. Wolverine and the X-Men just started last year, so it shouldn’t be too hard to jump in. I think #13 is coming out this month.
Also look for crossovers in whatever you are interested in. Crossovers tend to be Big Events spread over different titles that usually offer a pretty good introduction to the characters and what they are about. I think they are pretty much made to get new readers interested.
Never underestimate the power of the internet. There are a lot of websites devoted to comic books. You could go into a comics forum, tell people what you are looking for and see what they reccomend. Just watch out for spoilers!
YES! I can’t believe I forgot this. THIS is what got me really hooked on the X-Men.
Also, Peter David. Anything written by Peter David is golden.
Do you still live in the Albany area? Because there are several good comic book stores in that region.
Earthworld - 537 Central Avenue, Albany (It can hard to find a parking space here)
Zombie Planet - 1238 Central Avenue, Albany (Their comic book shop is on the second floor)
Electric City Comics - 1704 Van Vranken Avenue, Schenectady (Not a great neighbourhood)