The Batman universe has a ton of great ones. Here are some I can see on my bookshelf werth checking out:
- The Joker
- Batman and Robin (this is a reboot)
- Year One
- The Killing Joke
- The Long Halloween
Miller's "The Dark Knight Returns" is one of my favorite Batman centered ones. Miller has a lot of good stuff out, though he has a handful of awful works too. I enjoyed a lot of his Sin City graphic novels, but Ronin and Dark Knight Returns are my two favorites of his.
Anything with Alan Moore is good in my book. The two most known, due to the movies, are Watchmen and V For Vendetta. The graphic novels are infinitely better in my opinion, but much like books it is extremely rare for the movies to be close to their graphic sources. As MDS mentioned, From Hell is fantastic as well.
Other names that MDS which I can confirm are indeed awesome are Maus, Blankets, and Preacher. I used to subscribe to a few monthlies when I was a teenager like XMen and Spider Man, but nowadays Walking Dead is the only monthly I receive. Walking Dead is probably one of my all-time favorites, more specifically the first 40 or so issues (then it starts to drag a bit).
With the last year a friend got me into two other series which I have enjoyed a ton: Y:The Last Man and Fables. Y:The Last Man is basically an apocalyptic story about all the men in the world dying except for one dude. Fables is a retelling of many stories you may know from when you were a kid, kind of hard to explain, but it is a neat little series.
Another great series to check out would be DC's Sandman. Awesome.