Since you're getting into Moore, have you tried out the America's Best Comics line? Alan Moore writes almost everything, aside from a few issues, and is teamed up with a whole lot of great artists.
There's Promethea, which starts off seeming like a Wonder Woman ripoff, but as it goes on, it expands into a magical world filled with mystical and spiritual ideas, and Moore teaches us about the magic of ideas and his own views of magic.
There's League of Extraordinary Gentlemen, which I love, and that teams up a whole pile of Victorian literature characters while they save Britain!
There's Top Ten, which is about policemen in a city where everyone is a superhero. Hints and references to almost everything to do with popculture and comics in general, and a very fine read.
And then there's Tom Strong, which is basically Doc Savage meets Tarzan, and placed into Silver Age nostalgia-like stories. Lots of fun, and has a lot of spin offs etc.
There are also things like Tomorrow Stories, which is an anthology series, and Tom Strong's Terrific Tales. There are also a lot of one shots.
If you aren't interested in any of those, then I can recommend a lot of other awesome titles, such as Fables, Y The Last Man, and Ex Machina.
