I second (or third) Warren Ellis's stuff. Orbiter and Ministry of Space are a couple of good sci-fi books. Planetary's also pretty awesome, but it's more superhero-y.
Others off the top of my head:
Wizzywig by Ed Piskor - fictional account of a Kevin Mitnick-type hacker.
We3 by Grant Morrison and Frank Quitely - 3 bionically enhanced animals escape their captors and talk funny.
Lazarus by Greg Rucka and Michael Lark - an immortal hitwoman with a conscience in a feudal society.
RASL by Jeff Smith - art thief is chased through parallel universes.
Casanova by Matt Fraction, Fabio Moon and Gabriel Ba - more parallel universe hijinks, this time with spies.
http://www.rascal-mpl.org/