When I think of the series that I consider the greatest, the ones that really DESERVE to be mentioned, these two always top the list. Sandman by Neil Gaimen and Starman by James Robinson. Both were born from writers who envisioned comics as more than colorful tights and zingy dialogue. They envisioned comic stories that were adult in the sense of smart dialogue that could evoke an emotional response, not adult in the sense of "look a sex reference."
Yet, oddly enough, these series were both polar opposites AND practically the same (weird, huh?). Sandman was about an Endless Dream King named Morpheus. Morpheus could move between planets and dimensions at a whim, he could call down a plague of horrifying nightmares with a gesture. He took trips to hell to retrieve an ex-girlfriend who he imprisoned for 10,000 years. On the flipside, Starman was about young Jack Knight. He was barely 30, had a limited amount of power (coming from a weapon) and he didn't like to use it that often. He kept his life simple, and rarely left town, and even then there had to be a bargain involved.
All that being said, they were very much alike. Both were pre-planned. Grand stories that were meant to last 6-7 years. Both dealt heavily in families and the aesthetics of the universe. Both had a death near the end, and both series spent the final issues on a sort of clean up duty showing the battles as finished and the characters looking towards what the future held. And both pulled in old stories to weave the tapestry. Starman pulled in 6 characters who were connected only by name and united them. Sandman pulled in mythologies and theologies from several different cultures and made it all mesh.
So many great reviews have been written about these series. In fact, odds are, most everyone here has read at least one of these series. So, instead of writing a full review, I just want to create a list of available tpb and recommend that anyone who hasn't read one of the series, check out the first volume.
Sandman volume 1 by Neil Gaimen: Preludes and Nocturnes
Starman volume 1 by James Robinson: Sins of the Father 