Astro City: Confessions
Astro City: The Tarnished Angel ( Confessions is still my favorite of the AS story arcs, but Tarnished Angel comes in second by a hair's breadth. It's that good, the story of an older supervillan released from prison who tries to keep his nose clean and his frustration with his own villianous reputation. Excellent.)
Sin City, Sin City: A dame to kill for and Sin City: That Yellow Bastard.
Powers: Who Killed Retro Girl?, Roleplay, Little Deaths Supergroup, Anarchy, THe Sellouts, Forever and Legend. While some of the actual stories end anti-climactically you realize with repeated readings that the stories are layering the characters and not the plot. It's like Homicide: Life on the Street meets Mamet...with superpowers.
Alias: Former Superhero who couldnt quite cut it as one and became a self-loathing prvate detective instead. People who have problems with interracial sex and relationships might want to avoid this one. But otherwise very good.
Black Panther & Black Panther: Enemy of the State By Christopher Priest. The best depiction of a Black superhero in the Marvel OR DC universes. Ever. Intelligently written, funny as well as action packed. Glorious.
Some upthread mentioned The Walking Dead. It's great but it's one of the few titles that is meant to be read in a monthly format. The pacing is brilliant and each issue ends on a cliffhanger. If you hate cliffhangers pick up the trades, if you dont mind pick up the trades and THEN start reading the monthlies.
Daredevil:Born Again. For my money THE BEST Daredevil story ever. The stakes are high here as The Kingpin discovers Daredevil's secret Id and makes Matt Murdock's life A LIVING HELL. Worth it for just to watch the complete and utter breakdown of Matt Murdock alone but watching him rise again. Probaly one of my favorite comic stories ever.
Fantastic Four: Unthinkable. I've always liked Doom. This arc actually made me hate him, in good way. He was never as EVIL as he is here. Before he even confronts the FF he does something so harsh that as I was reading it I thought "D*mn, if this is how he is, the FF are in TROUBLE." The follow-up Authoritative Action isnt as good, but it's still pretty good.
Sleeper. A deep undercover agent is working within a super criminal organization. The only man who knows of his operation is also the only man who cna bring him out. Unfortunately that man falls into a coma. Now the undercover agent not only has to keep his true intentions secret from his criminal employer, who is a super-intelligent artifical being who is also a master manipulator, but he also has to keep his former organization from killing him becasue they think he's a traitor. A tight well written series.