It's not a superhero comic exactly, but I recently started reading the
Star Wars: Knights of the Old Republic series. I'm on volume three and it's fantastic. I just ordered all the rest of the books because I know I'm hooked. It has more to do with the game than the movies, which is what makes it so ridiculously good. The references are subtle, so even if you haven't played the game, it's still easy to get what's going on. The art is beautiful and the story doesn't follow the traditional Star Wars plot of Jedi vs. Sith (not exactly, anyway).
Also, if you can get past the black and white, and almost childish look to it, read
Bone by Jeff Smith. Get the huge one-volume edition (only $20 some places). I didn't care for it at first, but once I got to the actual plot (not that terribly far into it), I ended up finishing the entire thing in a few days. It's a huge, epic story that most compare to the Lord of the Rings, but I thought it was better. I wish more people would read this and mention it in "best comics ever" lists. Amazon:
http://www.amazon.com/Bone-Complete-Cartoon-Epic-One/dp/188896314X/ref=sr_1_1?ie=UTF8&qid=1291511852&sr=8-1Then there's
Superman: Red Son. This is my favorite superhero comic ever. It's a what-if story about Kal-El's ship landing in Moscow instead of Kansas, so Superman becomes a supporter of the Soviet Union while Lex Luthor is America's hero. I don't really read superhero comics, but this one is awesome. Also I really like it because the entire story is contained in one book. Amazon:
http://www.amazon.com/Superman-Red-Elseworlds-Mark-Millar/dp/1401201911/ref=sr_1_1?s=books&ie=UTF8&qid=1291512324&sr=1-1It hasn't been updated for a while, but Warbot in Accounting is a freaking awesome webcomic. It's about a robot built for war who gets decommissioned and gets a job at an accounting firm. The humor in it is very strange, but it works. Find it here:
http://www.nuklearpower.com/2009/03/28/warbot_001/I haven't read it, but there's also an entire free comic online that some guy made that he never sold or something called Murderbullets. I haven't even started reading it, but here's the link:
http://orcstain.wordpress.com/2010/11/28/murderbullets/And just a few minutes I discovered Axe Cop:
www.axecop.com