Comics that tell good stories?

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http://ubuntuforums.org – I always thought that comics were cookie cutter stories for children where there was a black and white good and evil and the good guy always won. Then I saw the Dark Knight and realized that there might actually be some depth to them. Are there any comics that tell stories on par with some of the great literature of all time? Or are they mostly just super hero movies like the avengers with no real message behind them and just cool artwork? Because I can get good artwork without reading and I can get good stories by reading books and watching movies. So are there any comics that you c (Hardware)