Check out the Vertigo line if you haven’t already. Marvel and DC have such convoluted storylines that they’ve had to go back and reinvent their books. I prefer some of the edgier, alternative stuff these days.
For Vertigo, I especially recommend Sandman (if you’re not already familiar with this series) and Fables (which @Aethelflaed has already suggested).
Check Alan Moore’s work: From Hell, an imaginative take on the backstory of Jack the Ripper; Watchmen, an alternative group of superheroes (or should I say, antiheroes); The League of Extraordinary Gentlemen, a series about British Victorian literary adventurers (Mina Murray Harker, Alan Quatermain, Captain Nemo, Henry Jekyll, and the Invisible Man) in an adventure thriller (if you read this one, be sure to read it with annotations; it really helped me!); and last but not least, V for Vendetta, an excellent story of a futuristic totalitarian England (elements of which are rather plausible here, if you look at current events) challenged by a mysterious anarchist known as V. All of these have been turned into movies, but I strongly suggest the books instead.