Here's a really great comic book that in my opinion has not been read by enough people.
The Cosmic Unemployed
It's quite goth, too, I mean, just take a gander at these beauties:
Also, I preferred the horridly underappreciated Dreaming over the Sandman. I mean the original from the 90's with a superb run by Caitlin R. Kiernan. Haven't tried the re-heated one, yet, though I plan to give it a go at some point.
Also, also, it's a real shame what happened to Vertigo.