The Authority (Warren Ellis) - A team of superheroes decide that they are going to save the world whether the world likes it or not. Reading Ellis' Stormwatch beforehand is a good idea.
Ex Machina - There's one superhero in the world, and he's the mayor of New York City. Think the West Wing meets superhero comics. Written by Brian K Vaughan, writer of Y: The Last Man and Runaways.
Sleeper (Ed Brubaker) - Very noir-esque styled story about a double agent whose nervous system is fused with an alien artifact, granting him the power to absorb pain and transfer it to others through touch.
Planetary (Warren Ellis)
See also America's Best Comics