Mind you, I haven’t collected comics actively in a loooong time. So these are dated.
1) Cerebus – but only through Church & State II. After that…it gets kind of dumb. Starts as a Conan parody, has superhero parody, but also has some remarkably witty and clever political satire.
2) The Boys – There’s a reason they made it into a TV show. And the TV show is pretty much exactly what it was, just some details vary.
3) Preacher – Okay, it’s TECHNICALLY DC, but trust me. It feels like an indie. Lots of religious satire, but also just a damn twisted sense of humor and good book.
4) Kurt Busiek’s Astro City – At times published by DC under a side imprint, but it was published by almost everyone at one time or another. Busiek perfectly distills superhero tropes into their purest form in a way that’s just beautiful.
5) Hellboy – Again, there’s a reason it was made into movies. Great paranormal series.
6) Paul Chadwick’s Concrete – Just really beautiful art and simple touching stories.
7) Leave it to Chance – A nice refreshing adventure type comic, but to be fair, it did go to the Wildstorm DC label at one point.
8) Bone – Adventure/Fantasy story with cartoonish protagonists surrounded by more human characters.
9) Smith-Brown-Jones, which was an indie about an alien trying to live on Earth as a generic human.
10) Castle Waiting.
11) Wolff & Byrrd (hope you like puns)
12) Frank Miller’s Sin City (and by extension 300)
13) Strangers in Paradise (if you like romance and/or slice of life)