Above debate shows why naming just one GN is foolish.  Watchman wins, everyone else is playing for second, but DC has a shelf full of absolutely excellent satisfying GN and bound volumes.

Watchmen
New Frontier
Golden Age
Kingdom Come
Planetary (all volumes)
Killing Joke
Wednesday Comics
Brass Knuckle Psychology (Bloodhound compilation)
The Starman series

.....That's just off the top of my head, skipping Archives.