The Conan comic incarnations take the cake. The latest one in the 2000's era started by Dark Horse and continuing into the Queen of The Black Coast arc in more recent times is by far the best rendition. Heart-wrenching tales of savagery and woe. The Marvel Savage Sword "magazines" that are published into compendiums by Dark Horse from the 70's are also very cool and antiquated too.
The Sandman is something I've avoided for years because of skepticism of the hysteria seen in typical english undergrad programs over it. After giving it a chance, it's definitely entertaining, and reaches for things that I suppose comic books at the time were not known for (literary value); however, in this quest I think Neil Gaiman loses an aspect of what is important in comic rendering- which is poise and excellence. It turns into a clownish pageantry of global mythologies and religions at some points. Regardless, I like the series, and I don't know why.
Swamp Thing, fucking Swamp Thing. The sundry gnostic turns it takes, especially later in the series is awesome.
For Manga, I like "Bio-Booster Armor Guyver" and "Blade of the Immortal."