Since the conversation has turned towards manga, I'll touch on a few. My tastes run more towards character-driven and setting-driven "slice of life" material than action driven. And the art style is almost as important as the story itself (though ideally of course it would have both) so I tend to seek out the other works of a manga artist if I like something I've found.
(
Disclaimer-- I really have no idea which of these manga which are available in English are available legally in the US or any other country, but all of 'em are around, ifyaknowwhatimean. Others by those artists might not be available in English from any source, and make me really wish I had the self-discipline to sit down and learn Japanese, which I've been not trying to do for years.)
One of the first things that came to mind when I started pondering a list is the horror writing of
Junji Ito.
Gyo and
Uzumaki are must-haves, and
Tomie is good (but doesn't rise to greatness.)
Flesh-Colored Horror has some good stories, too.
Another (utterly unrelated) manga that easily came to mind was the award-winning
Town of Evening Calm, Country of Cherry Blossoms.
Whew! Shutting up now...
Also (no links, but

is Your Friend), Memories of Emanon, Before Dawn and the End of the World and Hanashippanashi.
I really enjoy the art style and dark writing of
Kei Toume--
Lament of the Lamb looks to be readily avaliable on Amazon, but also good is the ongoing Hour of the Mice (no wiki link) and the perpetually stalled
Acony.
I could recommend
Narutaru more strongly if it didn't seem to lose direction towards the end, but it still makes an interesting read-- sort of like Pokemon, if Pokemon had been conceived by Stephen King.
And going into the opposite direction-- light humor-- I enjoy
Azumanga Daioh, the ongoing series by the same mangaka,
Yotsubato! and the similar (to both titles) and equally funny
Ichigo Mashimaro.