From Hell, League of Extraordinary Gentlemen, and Sandman are all incredible, especially if you like your graphic novels on the more literary side.
Jason Lutes' Berlin books are pretty damn good as well.
Bryan Talbot's Alice in Sunderland is cool, and defies description. Gemma Bovary is an interesting rewriting of Madame Bovary, but I can't remember who did that book, and I'm too lazy to get up and find it on the shelf.
As I have a pretty strong interest in WWI, I'm partial to the Charley's War books. I actually teach the first two in my WWI literature class.
What else? Transmet was pretty good. As far as superheroes go, I agree with the OP, you can't go wrong with Marvel Civil War, and did anyone mention Grant Morrison and Dave McKean's Arkham Asylum: Serious House on Serious Earth (or some subtitle like that)? That book is awesome, one of the best Batman books I've read.