Brubaker's Captain America is probably the best thing in comics at the moment. At Marvel, they also have Iron Man: Director of S.H.I.E.L.D. and JMS's Thor and both of those have been very good. All three titles have been collected on some level. My favorite title at the moment is Criminal which recently re-started.
I'm not really enjoying DC at the moment but I was really enjoying Blue Beetle. There's three trades of that. I've also heard many good things about Booster Gold, Green Lantern, Checkmate, and Trinity. At Vertigo, they have Jack of Fables and Scalped which have been excellent from the start.
Indie-wise, Image is doing better than the Big Two with Pax Romana, Dynamo 5, Proof, Hawaiian Dick, Casanova, and Fell being really good.