from 1995 to 2003 my best friend co-ran a comic shop called Strange Adventures, I was a fixture there, and for my loyalty, got massive amounts of free comics, I ammassed a decent collection, but alway preferred TPBs, so here is my list, some of which are already noted here:
Preacher - there is 9 volumes to this, and any comic fan worth their sack should own this, extremely witty, violent, and imaginitive, written by Garth Ennis and art by Steve Dillon
Batman: The Dark Knight Returns - By Frank Miller, and Lynne Varley,
about Batman having been forced out of retirement, after 20 years or so, well thought out, and definitely an original idea
Batman: The Long Halloween - By Geoff Loeb, art by Tim Sale, one of the best Batman stories ever, originally a mini series of smaller graphic novel type books that ran for a year, this graphic novel is worth it's weight in gold.
Ultimate Spiderman - Currently there are 14 volumes to this, and basically retelling everything you thought you knew about spiderman, including his origin, Gwen Stacy, his romance with MJ, but bringing it up to date, so very much modernized, when you pick this up, do it one volume at a time, because they are very hard to put back down, written by Brian Michael Bendis, and art by Mark Bagley.
Punisher - there are 2 or 3 volumes written by Garth Ennis, and Art by Steve Dillon, very violent, and likely the coolest punisher stories ever.
Weapon X - this is the Wolverine origin story as far as how he got his admantium, and for the life of me I don't remember the writers name, however the art was done by Barry Windsor Smith.
Origin: Wolverine - This is the Wolverine tale that tells you how a young James Howlett, went from an aristicratic youth, to Logan, with retractible claws, and a taste for violence...written by Paul Jenkins, art by Adam Kubert.
THE ESSENTIAL BOOKS - most any comic store can get, or already has these books, they are huge volumes, that have, I think around 50 or more issues per volume of your favorite Marvel comics characters in order...so you could get Wolverine, from issue 1 - 50, for about $20.00, then there's a second volume, etc, etc...you can get the essential wolverine, the essential spiderman, the essential hulk, the essential fantastic 4, so on and so forth.
The Darkness: vol 1 and 2 - the only reason I only reccommend the first 2 volumes of the Darkness, is because I only read the first 2, but keep in mind that these 2 volumes were co-written by Garth Ennis/Marc Silvestri, and art by Marc Silvestri, about a hitman, who comes of age, to inherit the Darkness, basically passed down from father to son, when the male Esticado empregnates a woman, he immediately dies, so you can imagine the conflict on a young italian hitman, who basically has fucked everything in sight, I cannot even describe how cool this series is, likely one of my all tiem faves.
Witchblade vol.1 - Sarah Pezinni, is a NY Cop, who is chosen to wield the witchblade, a braclet, with unimaginable powers, Written and drawn by Michael Turner, this is the best work done by Michael Turner, but he left as artist after issue 19, or thereabouts, another top-pick by me.
Gen13 - If you can get the first 4 or 5 volumes, they are the best, art by J Scott Campbell, and written by Steve Garner, a group of youths are busted out of the program, and using their powers to help society, all while trying to be normal teenagers, love triangles, and in-fighting abound. J Scott Campbell and Garner left shortly after this, but what they did is a comic fans Dream, the art and story are neck in neck as far as coolness goes.
Hellboy: Seed of Destruction - Art and Story by Mike Mignola, I cannot say enough good about Helloboy, you have to see this for yourself.
New Avengers - Art by Dave Finch, and I cannot recall the writer's name, however, this is about a new team of Avengers, including Luke Cage, Captain America, Spiderman, Wolverine, Iron Man, and Spider-Woman, This is new, but likely the best comic out now - you can get the first 5 issues in graphic novel form.