David Lapham's Stray Bullets.
I'm probably going to get called pretentious for saying this, but personally, I think the original Stray Bullets series, taken all together as a complete work, is a legitimate candidate for the title of "the Great American Novel," at least as far as the late 20th century goes. It does a really good job of depicting 1970s–1990s Americana and the changes the country went through in those decades via the filter/metaphor of crime fiction.
I haven't been keeping up with the latest Stray Bullets series (Sunshine & Roses) but the reviews have been good, and I enjoyed the Stray Bullets miniseries (Killers) before that one.
That said, I think part of the reason the comic resonated so much with me is that I lived through most of the era depicted in the comic, so I have an inherent interest and familiarity with the themes and real-world events the comic addresses. Your mileage may vary.