I’ve seen a few volumes of Y: The Last Man in the library. It’s pretty well done IMO.
I can also recommend Phil Foglio’s Girl Genius series.
Some can be had through Amazon
ADVENTURE! ROMANCE! MAD SCIENCE!!!
A typical exchange between two guards/monsters:
I recommend that you vote for this “DP Bostaph” fellow’s reviews. What an intelligent, discerning, handsome fellow [del]I am[/del] he must be! 
I’m a big fan of Bendis/Maleev’s run on Daredevil. Garth Ennis has had some success with other characters, like Punisher (especially the first 12-issue run with Steve Dillon) and Enemy Ace, but my favorite title of his was Hitman.
For non-superhero fare, look for **Real Stuff ** by Dennis Eichhorn.
Also available, gradually, online : http://www.girlgeniusonline.com/
Dangerous Habits. I read it with practically zero prior knowledge of the comic, and I loved it. Brilliant stuff. After Dangerous Habits, Rake At The Gates of Hell is a good choice. I liked Flame of Damnation too.
Someone mentioned Preacher. I loved it, but it’s not for everyone. If you’re going to read it, get the first two trade paperbacks and read them. If, at the end of the second one, you don’t think that it’s absolute genius, don’t bother reading the other seven.
Check out Grant Morrison/Steve Yeowell’s Zenith series: four books, all originally 2000AD strips and all in trade paperback. Very much post-Watchmen, but a first rate deconstruction of the usual costumed hero tropes: supposing the world’s only active superhuman wasn’t a patriotic vigilante billionaire with a hidden identity, but a rather dim, narcissistic, arrogant brat of a pop star who’s more interested in scoring chicks and his flagging record sales than battling the Elder Gods?
I would suggest the graphic novel* American Splendor*, which is about Harvey Pekar and his everyday life. I think the tagline is what sold me on the idea, “Ordinary life is pretty complex stuff.”
The film adaptation isn’t too bad either.
Brendon
The Beauty Supply District, by Ben Kachor.
I’ve heard great reviews of a graphic novel called Blankets, but I haven’t read it, myself.
Several of the Cerebus graphic novels are excellent.
High Society
Church and State I
Church and State II
Jaka’s Story
Are all absolutely top form.
I want to ‘third’ the recommendation for Maus (both volumes), and point out that Art Spielgelman won a Pulitzer Prize for it - a pretty amazing feat for a graphic novel.
There’s a new series of American Splendor running right now. It’s a little hit or miss, but it’s worth reading.
If you want to check out Pekar’s work, his recent graphic novel The Quitter is extremely good…
I’ll second (or third, perhaps) Sandman and Preacher and toss in The Invisibles by Grant Morrison.
If you like those, you might also want to check out Violent Messiahs.
Huh. I thought that my comic preferences were pretty out of touch with the SDMB (based on the ‘Weekly Comic Book Discussion’ threads) but I’m happy to see that most of my favorites have been mentioned: Preacher, Top 10, Maus, Usagi Yojimbo, Y The Last Man, The Dark Knight Returns, Sandman, et al are all great and I echo their recommendations.
I’d add:
Concrete - An intelligent, introspective guy gets an indestructable body.
Bone - an epic fantasy with a feel like The Lord of the Rings and Walt Kelly’s Pogo were driving in opposite directions at high speeds and crashed into each other. If you’re going to start it, finish it. They just reprinted the ‘One Volume Edition’, or you can pick up the color editions as they are released.
Lone Wolf and Cub - imagine James Clavell’s Shogun with everything but the samurai parts cut out. It’s almost pure action so I like to read it slow, so as to not burn out, but it’s great stuff.
What the hell, I’ll toss out some more recommendations.
Punisher: Welcome Back Frank - 2004’s Punisher movie was loosely based on this story and it wasn’t nearly as bad as people say it was. The book is quite good.
Green Arrow: Quiver - This is better if you followed The Death of Superman, but even if you didn’t, it was written by Kevin Smith. Good fun.
Fables - Imagine every bedtime story from your youth all cooled up and rated R for language and violence.
Terra Obscura, Vols 1 & 2 - This is a spinoff of Tom Strong but is better than the source material in my opinion. “Co-plotted” (oooohhh) by Alan Moore but written by some other chump.
Smax - More lighthearted spinoff of Top 10. Mostly a slay-the-dragon fairytale with a few adult themes thrown in because, hey, Alan Moore.
The Life and Times of Scrooge McDuck - Written by the modern-day duck guru Don Rosa and way, way better than you think it is.
Do any of these sound up your alley?
Oh, and how could I have forgotten Osamu Tezuka?
His Buddha and Phoenix series are absolutely amazing and worth whatever you have to do to get them.
Adolf was a little harder to get into - though it had potential - and it can be difficult to find (I’ve only read the first volume.)
I should also mention Will Eisner, though his stuff can be depressing (I’m talking A Contract with God - I haven’t read The Spirit yet but I plan on it.)
Dark Horse is currently doing a really great Conan series. The writing is top-notch and the artwork is a really unique colors-on-pencils style. I read that one as each issue comes out but there must be several trade paperbacks out by now.
Y the Last Man writer is currently doing a series called Ex Machina which is now serialized in trade paperback form. It’s about the mayor of NYC getting the power to control machines.
Can you tell I’m a fan of the form?
Naw, Bisley ruined Slaine with his Iron Maiden album cover style: go for Glenn Fabry’s work instead. If you want some Bisley, go for the Dredd/Batman crossover Judgement On Gotham: his over-the-top style suits it much better. Speaking of Batman, I don’t think anyone’s recommended Alan Moore’s Batman: The Killing Joke yet, but it’s pretty much indispensable, if a little short for a graphic novel - more a graphic novella. And for even more Moore, D.R. And Quinch {another 2000AD series in trade paperback} is mostly unknown and shows that Moore is better at anarchic SF comedy than Douglas Adams.
My prejudice has just been exposed. I love, love, love this book and it still didn’t occur to me (nor has it ever) to mention it in a thread about graphic novels.
Also, The Life and Times of Scrooge McDuck Companion which sort of fill the gaps in the stories from the first book.
We’ll just have to disagree.