Just about anything that's done by Frank Miller is a good bet; Batman: The Dark Knight Returns is one of the seminal "graphic novel" works out there. Alan Moore is also a solid bet: Watchmen is another perennial classic, but League of Extraordinary Gentlemen is an entertaining read too. Alan Moore's From Hell, his incredible treatment of the mythos of Jack The Ripper, is an absolute must-read, and transcends the genre almost entirely, venturing into the realm of high literature, and academic historical study.
Coming back down to earth, Tim Sale and Jeph Loeb's Batman works are also a solid bet for a good interesting read; Batman: The Long Halloween and its follow-up, Dark Victory was one of the basic inspirations for Christopher Nolan's version of Batman (both in Batman Begins and The Dark Knight).
Another of my personal favorites is Brian Wood and Riccardo Burchielli's DMZ, which transposes Baghdad and the Iraq War with New York City and America, with a future civil war turning NYC into a new Baghdad.