Marvel and DC both collect their classic comics in archive compilations. If you’re interested in the classic stuff, I’d check those out.
I’m not much of a Marvel guy, so I won’t step on the Marvel fans’ toes, but Batman: The Long Halloween and Superman For All Seasons are both excellent modern takes on their respective characters. And if you’re interested in some more off the wall stuff, Brian K. Vaughn’s Y: The Last Man is great, and it’s collected in trade paperbacks. Alan Moore’s V For Vendetta is also sold as a trade paperback, and is way better than its recent film adaptation (this is true for all of Moore’s adapted works, actually).
And I second the Watchmen recommendation, but I would hold off on that until you’ve gotten some more conventional superhero titles under your belt. Watchmen is best appreciated once you’ve gotten a solid footing in the superhero genre.