I mostly read manga (not a short list), but I do also read some comics from the West.
Scott Pilgrim is a particular favorite of mine. I've purchased the series four times now, I think. Read them more times that I can recount.
I've been collecting all of the Lawyer Friendly Equines comics by IDW (except for that one Lawyer Friendly Hominids holiday issue...). Those are generally great fun.
I have most of the Asterix and Obelix comics and have read several of them. The translations are a bit stilted at times, but I enjoy them none the less.
I'm in the process of reading the Rocketeer comics since I loved the film adaptation as a kid. The art is well done to be sure, but some of the exaggerated faces and female figures can get pretty ridiculous.
And let us not forget some of the more notable webcomics.
I used to love MegaTokyo and still have all of the printed volumes on my bookshelves. It started to become tiresome and a little frustrating eventually, though. I'm not even sure if it's still ongoing.
If you couldn't tell from my avatar, I love me some Homestuck. I got introduced to it pretty late (after Cascade, for those who are familiar), but I caught myself up in a matter of days and am eagerly awaiting both the finale (hopefully on 4/13 this year) and the game.
Paradox Space is a spin-off of Homestuck, but it bares mentioning separately. It's been on hiatus for the better part of a year, but here's hoping it will resume perhaps after Homestuck itself concludes.
I helped Kickstart the last two printed volumes of Brawl in the Family and got the set in the mail just a few weeks ago. Looking forward to going back through those at some point.