Comics- if you can handle the cheese I'd recommend some of the Marvel Essential books- black & white reprints of their early work. The Mighty Thor volumes 2 and 3 and Fantastic Four volumes 1 to 5 are all worth reading for sheer Stan Lee/Jack Kirby cosmic-powered madness and fun, with the occasional breathtaking moment of sexism or Commie-hating. It was the 60s, man.
Watchmen is worth a read if you can handle the bleakness, and Dark Knight Returns is fine if you like your bleakness with right wing extremisim, although I much prefer more upbeat stuff. Other comics that I find to be flat-out awesome include, but are by no means limited to:
Walt Simonson's "The Mighty Thor" (5 volumes, the 1st of which was recently reprinted, of seamlessly blended spy stuff, mythology and space opera with ever-escalating stakes)
Grant Morrisson's "New X-men" (3 hardcovers, you don't need to know anything about X-men other than a vague recollection of the movies to follow them and it's just one blistering brainf**k after another).
Warren Ellis' "Planetary" (3 hard or softcovers, with a fourth that he's been threatening to finish since 2005 chronicling a group of 'mystery archeologists' uncovering the secret history of the 20th century, from Godzilla to Rama via Chinese ghost batteries and Aborigine dreamtime reality hackers)
I'd recommend Bill Mantlo's "ROM Spaceknight" as well, but since ROM was a licensed character and Marvel had a falling-out with them over rights the original issues have never been reprinted. I only have about 2/3 of the run myself, and I've been looking off and on for years.
-Nick