Nothing beats Sandman - a work of genius! However, there's lots and lots of great comics out there. Unfortunately I've no idea which ones are available in electronic form and which ones are not, so I'll just list my favourites:
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Jean Giraud/Mœbius (usually spelled Moebius) is pretty much an absolute must for anyone interested in comics. He almost single-handedly launched comics for adults upon the world (along with
Philippe Druillet and Jean-Pierre Dionnet) in the form or the Métal Hurlant series (better known as Heavy Metal), which ran from 1974 to 1987. His work is often a fusion of Sci-Fi and Fantasy and is extremely imaginative, dreamlike and often very intricate. And when it's meant to be, very funny.
Mœbius' collected works are available in volumes entitled
Mœbius X, where
X stands for 0 to 9 (plus volume 2, entitled
Mœbius ½). These ought to be in every collection, if only in deference to the the man who started it all.
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Enki Bilal is another shining pillar of the comics world, whose books are very well worth picking up. He is best known for
The Nikopol Trilogy (La Foire aux Immortels, La Femme Piège and Froid Équateur, or
The Carnival of Immortals, The Woman Trap and
Equator Cold). Other titles to look for are
The Hunting Party, The Cruise of Lost Souls and
The Town That Didn't Exist.
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Sandman isn't Neil Gaiman's only great comic, there's also:
Hellblazer (well over 250 issues), which will be familiar if you saw the movie Constantine.
Lucifer (75 issues I think), a spin-off from Sandman by Mike Carey.
Three short series (3-4 issues each) featuring the character
Death from Sandman, one of which has Gaiman listed only as a consultant (predictably the weakest one, both story wise and artistically. IMO) and entitled
The High Cost of Living,
The Time of Your Life and
The Girl Who Would be Death.
The Books of Magic (75 issues, plus 4 prequels and various annuals), where the four prequels feature Gaiman as a writer.
The Children's Crusade (a 7 issue series).
Black Orchid (an 8 issue series) is a re-launch of an older, more traditional superhero series, resurrected in 1987 and written by Gaiman.
If you like (or love) Sandman, all of these ought to be safe bets.
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Tarot: Witch of the Black Rose (60 or so issues) is quite fun, if you don't mind the protagonist being scantily clad and imbued with the kind of voluptuousness one only finds in comics.
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El Mercenario / The Mercenary (13 issues, 11 in English so far) by Vincent Segrelles is a wonderful story and one of the great classics of the medium. If it's available or you come across it anyway, you should pounce on it at once.
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V for Vendetta and
From Hell by
Alan Moore and
300 by
Frank Miller. Simply must-haves.
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These are just few, from off the top of my head, and admittedly a mix of what I think you're most likely to enjoy given the few you listed and what I think is obligatory for a comic book enthusiast to own. Hope it helps.