List of things that people recommended:
DC: New Frontier
Girl Genius (Webcomic and in print)
Y the Last Man
Fables (also Jack of Fables is very good)
House of Mystery
No Man's Land
Alien and Predator Comics
Magical Knight Rayearth
Lucifer (to read after Sandman)
Nightmares & Fairy Tales
Pet Shop of Horrors
the 1970s issues of Justice Society of America
Freakangels (webcomic and in print)
Les Cités Obscures
Feel free to comment and add things!
PS - Over on doublyaddicted
there was a web comics post a while back.
List from last week will be up soon...hopefully.