I'll second most of what PlanHex has to say, though I've only read selectively from the list. Particular +1s go to
Y: The Last Man,
Sin City,
Sandman, and Jhonen Vasquez's stuff, though none are without their faults. (Vasquez is the mind behind the
Invader Zim cartoons, if you're familiar with them. If that sort of humor (only adjusted for a decidedly R-Rated demographic) doesn't appeal to you, you'll probably want to look elsewhere.)
Others of note (I'll probably get a bit verbose but these are particular favorites from over 20 years of comic experience. Feel free to skip the reviewy bits):
Cowboy Ninja Viking:
An unhinged ex-assassin with multiple personalities (hint: see title) is reluctantly recalled to duty and embroiled in an unfolding plot involving other "triplets" like him and the shuttered government initiative that trained them. Sounds high-gravity and melodramatic, but it's gloriously, self-awarely "popcorn movie" in tone with great offbeat dialogue, and it never makes the mistake of taking itself too seriously (again, see title). I've had a lot of luck recommending this one, but if you don't care for it, you probably really won't care for it.
Superman: Secret Identity:
I don't read a lot of superhero stuff, but this particular one-volume standalone is well worth a look. It takes place on Earth as we know it (I.E. no superheroes, completely mundane, Superman and co are well-known pop culture staples), and follows one Clark Kent of Kansas, tired of all the Superman jibes in school and the yearly heap of Superman birthday presents from relatives who have no idea just how thin the joke is wearing, who suddenly and inexplicably wakes up one day to find that he's actually acquired the powers.
Despite what you'd expect, it's an intimate, human story, with the four collected issues following Clark through four transformative phases of his life (adolescence, young adulthood, maturity and parenthood, and passage into the twilight years) and using Superman not as an unstoppable spectacle of wish-fulfillment, but as a lens to focus us on the humanity of Clark Kent and human experience in general. Even though it takes place in an alternate universe, it's easily the best Superman story I've ever read (and the only one I'd recommend to anyone and everyone without reservation).
Kingdom Come:
Another alternate universe miniseries from about a decade back, and, among other things, a masterful spanking of the EXTREEEME, grimdark trends that befell comics in the 90s. This one shows us a DC universe in the not-too-distant future where the familiar, behind-the-times DC pantheon have mostly hung up their cowls and retired in shame or disgust, and a new generation of "heroes" brawls unchecked through the streets with little or no regard for the people they're ostensibly supposed to be protecting. When an unprecedented event brings the world to a flashpoint, the old guard decide it might be time to come back and show the young'uns what it actually means to be heroes, but as ideological conflict inevitably ensues a growing number of people begin to feel it's time humanity asserted their place as more than just a backdrop to superhuman affairs...
Themes of faltering faith, duty, and dignity abound in this one, and our POV character is Norman McKay, an aged pastor who, like the general public, can't find anything to believe in anymore. I know it sounds cheesy (especially given your take on religion), but I'm more for Sagan than sermons myself and I thought this was a truly phenomenal book. It's packed with references to the extended DCU (as of ~10 years ago) for the geeks but written so that you don't even need to know who Batman is to enjoy it, and it's at once one of the most human and one of the most epic comic arcs I've ever read (and trust me, I'm not one to use the word "epic" unless I mean it in the dictionary sense). True modern-day mythology here.
If nothing else, it's worth it for the art. Every single panel of the 200-page run was hand-painted individually by Alex Ross, and there's not a single one of them that would look out-of-place hanging on someone's wall.
Wanted:
The 2008 James McAvoy/Angelina Jolie movie loosely paralleled this comic, in the same way that Bud Light loosely parallels actual beer. If you've seen the film you've got the general idea, but replace the bog standard "assassin league" crap with an underground cabal of real actual supervillains secretly running the world and crank the Fight Club- inspired social commentary up to 11. In part, this is another self-aware capes-and-robbers setting, but it's also a fairly gritty exploration of the indignities of working-class society, the conflicting pressures on (and some would say emasculation of) the modern male, and the sometimes fine line between free-thinking individualism and destructive narcissism. If they were to make a movie adaptation that hewed a bit closer to the source I can see it being directed by Danny Boyle.
I find parts of this book hard to read, which was clearly the author's intent. A lot of it clashes with me at my very core and I often find the main character and his inner monologue absolutely repugnant, but I'm not sorry at all to own or recommend it. Given some of the opinions you've voiced here concerning life, the universe, and everything, I think you'd appreciate it at least on that level, if not more than I did. Just try to ignore how much the protagonist looks like Eminem.
The Ray Bradbury Chronicles:
A three-volume anthology of some of Bradbury's best stuff and some little-known gems, adapted by various different artists and authors and with a preface to each story by the man himself. The results are mixed, but none of them are less than satisfactory and a good number of them are absolutely stunning. They were published in '92 so they're a bit uncommon these days, but if you get the chance, they're a must-read. (If you're inclined to take a stranger's word for it and pick them up sight-unseen, they're comparatively cheap and abundant on eBay.)
