I'll second pretty much all of Belfaborac's recs. Some of Alan Moore's best work (which probably won't hit Amazon anytime soon) was Swamp Thing and Miracle Man in the '80s. Miracle Man is a superhero, but not handled remotely "traditionally." Moore's run on Swamp Thing pretty much launched DC's Vertigo imprint for adults, as well as inventing John Constantine (Hellblazer).
DMZ is another good one, sort of a more grounded but more political Transmetropolitan (which is also fun, but uneven). DMZ is set in a near future US civil war between the red states and the blue, where Manhattan is a demilitarized zone that has been left to fend for itself. The main character is a young reporter who gets dropped in as camera crew, but ends up being the only one who can get people to talk to (and not kill) him. I want to say DMZ had about a four year run, wrapping up a year or so ago.