This could have been a cool thread. Instead people used it for a pissing competition. Good job.
I won't go too much into detail, so I'll just be doing a bit of namedropping with short descriptions.
What all these titles have in common is that they are very, very good, and can be gotten in trade paper backs. Some are series, and some(with series in brackets) are single, self contained publications.
Sandman - Neil Gaiman's story about Morpheus, the personification of Dreaming, and his struggle to be human. A lot of symbolism, fables, and, well, fairy tale stuff. Collected in about 12 TPB's.
Hellblazer - The story of John Constantine, and conman and liar, who just so happen to also be heavily into magic and demons. Very dark, and though it deals with the fantastical and occult, very down to earth. Collected in many TPB's.
The Long Halloween (Batman) - Batmans hunt for the Holiday Killer. Much more of a detective story than bats usuall get up to, which is great considering that Batman is just that: A detective. Actually, bats isn't even that much in this one. Has a great ending, that will have you wondering what excactly happened. Released in a single TPB.
The Killing Joke (Batman) - A must read Batman story. The Joker goes extra brutal in this one, kidnapping Gordon and planning to drive him insane. Some interesting characterizations are brought forth. Released in a single TPB.
Whatever Happened to the Caped Crusader? (Batman) - I have heard that some people don't like this one, but I absolutely loved it for being a Batman centered story that wasn't about Batman at all, but about how we view ourself, our existence, and what we do. And how others view it. It's also sort of an homage to Batman through the decades. Collected in a single TPB
Marvel 1602 - A look at how the Marvel universe could be, if it was set in the year of 1602. All the familiar characters are there, changed to fit the time. Cool if you're a fan of the marvel universe... maybe not so much if you aren't. Collected in two TPB's, IIRC.
The Walking Dead - A comic about a zombie apocalypse. A REALISTIC comic about a zombie apocalypse. Among my favourite series, it follows a group of survivors in a world that has died, and rised again to eat them. Very brutal, very real. And I'm not talking about the zombies, 'cause neither is the comic. The Walkind Dead refers to the survivors. It's a realistic look at a world that has collapsed, and what that does to the people still in it.
I would write more, but sadly my laptop is running out of power. If the thread is still active tomorrow, I might write a few more recomendations.