The only comic series I've ever read is Neil Gaiman's The Sandman. It holds the distinction of being one of the few books to make me cry.

I left out a few honorable mentions:

Preacher
Hellblazer: Hard Times
The Long Halloween
Arkham Asylum

Also, I am not a fan of Swamp Thing, I find it very overrated.
Walking Dead was like that for me.

For me it was "Whatever Happened to the Man of Tomorrow." The end of issue one... God.

I like Swamp Thing myself, but that's the great thing about comics. There are very few that everybody will agree is terrible (I really, really didn't like The Dark Knight Returns).

I actually didn't like Sandman as much as some of Gaiman's other works, since most of the art looked terrible and didn't really give justice to his writing.

also it's pretty much impossible to make Dream not look/sound like a douche