A lot of people mentioned stuff by Moore and Ennis and Ellis and whatnot, so I'll throw in a vote for stuff by Peter Milligan. I think he's even weirder than Grant Morrison, but in a different way. Morrison is into magic and weird ritual, while Milligan is hugely into psychology, as most of his series always have to deal with psychology, whether its sexual psychology or identity psychology.
Anyhow, I recommend Enigma and both Human Target and Human Target: Final Cut.
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