One of my favorite comics is "Livewires: Clockwork Thugs 'Yo!" The characters felt incredibly real to me, and I really got to become attached to them all, especially Gothic Lolita and Stem Cell ^_^. I feel that it should've become a series instead of just being finished after the first volume. :C
I'm mostly into manga, so I'll start off by telling you which comics I like instead. My all-time favourite comic is Skydoll. The art was absolutely amazing, complimented by a wonderfully messed up story. The Kick-Ass comics are wonderful as well. Although I'm not a big fan of the art style, I find the story great.
As for manga: D. Gray-Man is one of my all-time favourites. It's not easy to find a good horror manga, however, this one certainly was. Death Note is another of my favourites. Just... the plot. THE PLOT. And it's holiness. Black Butler is also high on my list. Little soulless Ciel is made of pure win. And, lastly, Loveless. Although it's not a particularly serious manga, and branches far off from my usual dark reading material, I simply adore the artwork. Especially Yun's talent for androgyny.
pretty much "Tank Girl".
second place would be "Blacksad"
My favorite graphic novel, hands down, is Shaun Tan's The Arrival. This absolutely changed everything about what I thought a graphic novel could do and portray. His other books Tales from Outer Suburbia and Lost and Found are also great. One of the stories from Lost and Found, The Lost Thing, actually was made into a short and won an Oscar.
Other favorites include American Born Chinese, Robot Dreams, and Daisy Kutter. If you want some beautifully illustrated stories Castle Waiting is amazing. When it comes to manga, I have to confess I'm on the girlier side of things, but I really enjoy W, Juliet, Spice and Wolf, Bunny Drop, and (don't judge me) Ouran High School Host Club.