I've only ever dabbled in caped heroes, so most (if not all) of what I listed is what you're looking for although Saga deserves special mention. I'd consider Th

I've only ever dabbled in caped heroes, so most (if not all) of what I listed is what you're looking for although Saga deserves special mention. I'd consider The Sandman (sadly DC) a must read. It takes a volume or two to really find its footing but none of it is bad. Something Is Killing the Children is good too.