The Umbrella Academy. The story, written by My Chemical Romance frontman Gerard Way, follows a group of superheroes as they come together for the first time in years after the death of their adoptive father. The artwork of the series is presented beautifully by Gabriel Bá. It is at times violent and dark, but maintains a constantly entertaining tone throughout the always evolving plot line.
One of my favorite aspects of this series is the smartly interlaced actual history into the highly fictional story line. For example, the second volume of The Umbrella Academy, Dallas, revolves around the assassination of John F. Kennedy while exploring themes of time travel and morality.
This comic is released issue by issue, but it also is released by volume as a wonderfully designed graphic novel. There are also limited edition hard cover copies of each volume available. I recommend starting to expand your graphic novel collection volume by volume with The Umbrella Academy. I can't wait for the next issue to be released.