I feel lucky to have been introduced to Halo Jones by a friend. Maybe I should check on some Moore of these.
Alan Moore
For all things Alan Moore.
Definitely.
Halo Jones is from his fun time at 2000AD that also gave us DR and Quinch. If you are looking at his earlier work (which tends to be less metafictional) then try his series at Warrior like V for Vendetta (presumably didn't make the list as it was later published at DC), Marvelman and The Bojeffries Saga (Axel Pressbutton has yet to be collected).
The League of Extraordinary Gentlemen is probably your next stop as that is his big recentish work.
From Hell is a mighty tome and some may find it heavy going but it is excellent. Same could be said for Big Numbers but it isn't as... big.
WildC.A.T.s is tricky to recommend as it is part of a larger series in a big fictional universe but solid enough.
Providence is part of his exploration of Lovecraft's work and does require a familiarity with it. I am familiar but Providence left me cold, where The Courtyard was good. It felt like diminishing returns.
Promethea is his exploration of magic and might be one to save for later.
1963 has yet to be collected but I'll post more on that shortly.