I've only read a handfull, but I really enjoyed the following:
Transmetropolitan - Warren Ellis. It's just so badass.
The Maxx - Sam Keith. It's pretty weird, but a great reality jumping crazed detective story.
It's coherent up to issue 20, but after that it goes off the rails.
I read a couple TPB's of Sandman, really enjoyed, but need to re-visit.