FRom Marvel:
Untold Tales of Spider-Man
Marvels
Busiek's Avengers and Iron Man
Waid's Captain America
Peter David's Hulk when he is paired with a good penciler (McKeown)
Nocenti, Romita Jr and Williamson's Daredevil
Man Without Fear by Miller, Romita Jr and Williamson
Allred's X-Statix

The Marvel Knights line:
Punisher by Ennis and Dillon
Inhumans by Jenkins and Jae Lee
Black Panther by Christopher Priest

I liked many minus one issues.

DC/Vertigo:
Transmetropolitan
Sandman
Preacher
Sandman Mystery Theater
Suicide Squad
Morrison and Waid's JLA
JSA
Starman
Grell's Green Arrow
Morrison's Doom Patrol
Cyberella
L.E.G.I.O.N.
LSH Five Years Later

Concrete
Sin City
300
Astro City
Baron and Rude's Nexus
Third World War
Finn
Marshal Law (and anything else by Pat Mills)
Allred's Madman
Grant and Breyfogle's Batman/Detective Comics
Love and Rockets, the Hernandez bros various titles
Chris Ware's Acme Novelty Library
Bone
Strangers in paradise
Alan Moore's Supreme
From Hell
Bacchus
Black Hole
Jason Lutes's Berlin
Gary Millidge's Strangehaven
Hellboy

I'm probably forgetting stuff by Chaykin and others. I liked Starlin's Breed.