Second on Gantz. I see you're not opposed to manga, but perhaps hesistant to dive back into manga which is often terrible. Gantz is nothing like your stereotypical japanese comic. The artwork is realistic and life-like. The humans actually look like humans. The story has a melancholy tone,is full of despair and failure. Failures because of human hubris, or more often failure for no purpose other than to highlight the uncaring, bleak reality of existence. Oh, and lots of gratutious gore and violence, though you become desensitized to it after a while. So yeah, read it. You will not be disappointed.

You already named a lot of my favorites..Sandmen, Watchmen, etc. You probably already thought of this, but V for Vendetta by Moore is also a classic. Better than the movie. Berserk is also incredible, at least up to the end of the middle section. You can find Berserk and Barnes and Noble, I bought a couple volumes there.


Oh, and the Hellboy comics would fit what you're looking for.