Watchmen

It's very hard to say anything about Alan Moore and Dave Gibbons' Watchmen that hasn't already been said, so I won't really try to. I read the original graphic novel a few years back in preparation for the film adaptation, and it took me a few readthroughs to understand the true nature of the series. There are layers upon layers upon layers upon LAYERS to sift through with this novel, and the sheer level of symbolism involved is staggering. Although not nearly as relevant now as it was back in the days of the cold war, Watchmen is an amazing tale of the dangers of paranoia and the concentration of power given to "heroes."
It is a deconstruction of the idealized "superhero" universe, where the heroes, while toned and trained to their peak physical condition, and utilizing private resources, aren't really the kind who have "superpowers" with the single exception of Dr. Manhattan, who is godlike, but entirely disconnected with humanity or reality on an individual level, and feels trapped as a nonlinear being in a purely linear timesteam. There are real consequences to the heroes actions, the line between heroics and vigilantism is blurred and twisted, and the "savior" character's grand resolution to the looming Cold War is delivered in the package of the single worst terrorist attack in history.
Watchmen is not really a series in which we are intended to root for any single character, as the morality involved is blended into a deep grey that could spur arguments that could (and have) lasted decades. It is a character that jumps back and forth from being darkly cynical to cautiously optimistic in the subtlest of fashions. It is intended to warn, inspire, question, but most of all, it is intended to get us thinking.