GNs used to be places for the comic creators to work out some more mature stories. Now they do so without fear in the comics themselves.
I have some GNs and have a modest collection of current reprints (I don't get to the comic store as often as I used to...) of some great titles:
Straczynski's initial run on Amazing Spider Man (incredible)
First 10 issues or so of The Authority (Wow, all I can say is wow)
The entire runs of Ghost in the Shell, GiTS2, Appleseed, and Black Magic
Anything Alex Ross does... I think Kingdom Come is close to Watchmen in terms of incredible story... Everything this guy lays his hands on is gold...
Old school:
She-Hulk graphic novel
Killing Joke
The Watchmen (first printing
)
...others (haven't gone though my comics from the 80s in years)
There's more... I just don't remember how much more...