Watchmen (Pretty confident this is my favourite comic mini-series. I find Moore fairly pretentious and mediocre otherwise. He's good at deconstructing, but terrible at constructing.)
In no particular order below Watchmen:
Sandman (though I haven't had any particular desire to read it the last 4-5 years. Neil Gaiman sucks as a novelist by the way, and has been rehashing material for the last twenty years. There I said it, American Gods and Good Omens fanboys).
The Dark Knight Returns (I like a lot of Miller's works, but besides DKR I'm not blown away by any of it).
Zenith (Morrison is pretty groovy in general. He's just never had a "jackpot" moment in his career).
Transmetropolitan (Quite liked Ellis' run on The Authority as well. Won't get into how The Boys copies a lot of themes from it).
Marvel Civil War (Only Marvel storyline I can recall that I've found particularly interesting, not counting Punisher. Other acclaimed stories like World War Hulk, Logan or Secret Wars are grossly overrated. The number of Marvel characters that can be catalysts for intellectually engaging stories is very limited. )
Lobo when -and only when- illustrated by Bisley.
Cerberus (I like to pretend I understand it).
And then there's Hellblazer, 100 Bullets, Punisher, Preacher, Batman No Man's Land, and so on. The usual suspects, basically. A lot of the time it depends on which writer's run you look at.
Also Tintin, Dredd, various Metal Hurlant/Heavy Metal stories et cetera. Not sure if these count though.
All in all my taste in comics is pretty unoriginal. You could get it off of any top 10 list floating around the Internet. I don't really read much these days either.