This is SUCH A HARD QUESTION.
Because seriously. The amount of amazing comics out there in the world is astounding, and I will never have time to read them all. I'm just going to make this easy on myself and list several, in different categories.
Favourite manga
While I have a soft spot for sports- and shounen-manga (why hello there, Eyeshield 21, Yowamushi Pedal, Kongou Bancho and all the other stuff I read), I have a wholehearted and dorky love for the highschool yakuza comedy Gokusen, and am genuinely upset that I can't find it licensed in English.
Other favourites include Blade of the Immortal, Ran to Haiiro no Sekai (Aki Irie is amazing) and Iwaoka Hisae's Aomanju Forest-series. My tastes are... varied, to say the least.
Favourite US-comics
Hellboy is right at the top of this list, because it is a tour de force of amazing art, great storytelling and a commitment to one's story. Even though Hellboy occasionally runs very closely parallell to the superhero-genre (Mignola even worked for Marvel once), Mignola never once gives in to the tropes so common in that genre of ressurrecting dead characters and so on. Once you die in Hellboy, you're dead. Unless you're a ghost. Of his other works in the same universe - BPRD, Baltimore, Lobster Johnson, etc. - my favourite is Witchfinder.
Hellboy gets to share the stage these days, though, with the new Ms Marvel, Saga and Kelly Sue Deconnick/Emma Rios' masterpiece Pretty Deadly, which I - no joke - seriously think is the best comic of 2014.
Also, Linda Medley's Castle Waiting. It's beautifully drawn, and just so cozy.
European comics
Enrique Fernandez draws strange and amazing comics - Aurore, L'isle sans souri, Brigada, etc. - and is well worth checking out, though I don't think his work is available in English.
Peter Bergting draws wonderful comics as well, and is also really nice and friendly in person.
Webcomics
Evan Dahm's Rice Boy, Order of Tales and Vattu. Zack Morrison's Paranatural. Minna Sundberg's Stay Silent, Stand Still. M Falke's Parallax.
... but really, too many to name.