Here's a list of my personal all-time Favorites:
(These are all series that have begun, and ended)
1) The Sandman
The best comic of all time, by my favorite writer of all time.
2) Kingdom Come
10 years after Superman quits, the world goes to shit.
3) Y: The Last Man
Every man on the planet earth inexplicably dies.
4) Superman: The Red Son
If Superman landed in Russia instead of Kansas, how would that shape the world? (Geopolitics, communism wins the Cold war etc..).
5) Old Man Logan:
6) Miracle Man:
Alan Moore and Neil Gaiman at their best. (This comic was out of print for over 20 years ensuing a massive lawsuit between all owners and parties involved and Todd McFarlane).
I'm not sure how well these have aged, but maybe I love them for the nostalgia:
7) Batman The Dark Knight Returns, and Year 1
Frank Miller at his best. But Christopher Nolan took the best parts of these, and intertwined them into his films.
Alan Moore:
Watchmen
Supreme: The Story Of the Year (Alan Moore's rejected Superman Stories, re-appropriated for Supreme).
From Hell
Batman: The Killing Joke
V for Vendetta
Swamp Thing
Miscellaneous others:
Marvels
Maus
Sin City
X-Men Days of Future Past
Irredeemable / Incorruptable
Preacher was good, but too long and I couldn't finish it.
Walking Dead started out amazing, but just never ending.
Few other lists:
The Comic Books You Need To Read Before You Die
100 Greatest Comic Books and Graphic Novels — When It Was Cool - Retro Pop Culture, Comics, Pro Wrestling, Toys, TV, Movies, and Podcasts
70 Best Comic Books Of All Times 2019