I never manage to sort it out to collect comic issues properly. These are my favourite graphic books where at least you can guarantee not to fail to grab issue 3 of some 8 part series...
Katsuhiro Otomo's Domu (Dark Horse)
Andrzej Klimowski's The Secret (Faber)
Hellboy, BPRD and everything touched by the hand of Mike Mignola. Recommend his novel of Dracula - he was the art director of Scorcese's film version.
Alan Moore and David Lloyds' V for Vendetta (Vertigo)
David Mazzucchelli and Paul Karasik's City of Glass by Paul Auster (Picador)