^ and Red officially beat me to it; and my all-time favorite comic book series, which is The Sandman.
As red mentioned, all the collection from Neil Gaiman is just worth gold reading. Also if you give his fantastic "Hugo Award winning" The Dream Hunters with collaborative art by the epic Yoshitaka Amano (artist of Final Fantasy, Vampire Hunter D, Gatchaman) a try, you won't be dissapointed.
As a matter of fact, anything Neil Gaiman has written over the years of time (from comic books to paperback novels) is just pure genius.
As my favorite quote from Morpheus on The Doll's House goes: Oh humanity how I love you!