Well, to me my favorites are generally the lower-powered characters. Batman, Azrael (duh), Moon Knight, etc...
For Batman, you might try The Long Halloween, Dark Victory, and Haunted Knight series. All are based on his early career, and IMO are pretty good. Sword of Azrael, followed by Knightfall's three trades also work well; or A Death in the Family. Later, you have No Man's Land, which is 6 (IIRC) trades.
For Marvel, you might try Greg Rucka's run on Wolverine. The Brotherhood, Coyote Crossing, and Return of the Native. I don't really like Wolverine that much, but he's a bit more down to earth and real in Rucka's run.
Also, try to find Dr Strange and Dr Doom: Triumph and Torment. It's out of print and rare, but one of my favorites. Again, a bit of the occult mixed with the superhero biz.
Or, being lazy, just pick up the Marvel Essentials series for any character that catches your eye. They're thick books, reprinting a good many issues in black and white. I have Dr Strange vol 1,2, and 3; Defenders vol 1, and Iron Man vol 2. Quality varies of course. There's also the Batman Chronicles, which has 8 volumes out as of now. That's reprinting every Batman comic every published. Again, quality varies story to story, and it can seem a bit strange since volume 8 is still from the 1940's. Specifically, 1942.
You might also try Marvel Zombies. It's superhero zombies, who eat people.
Or 1602 (also Marvel) which is basically their main lines, set in the New World colonies instead of modern day New York. Both are unusual though.