I second Berserk. Going through the Conviction (Retribution) Arc and Falcon of the Millenium Empire Arc first time especially. The progression of the macabre as I got closer to Falconia continued to amaze me.
MPD Psycho had my jaw on the floor by the 8th volume. I was reading a sometimes decent, sometimes shotty scanlation, but there was a lot of plot twists that even the M. Night might cringe at. That might not be the best analogy, but hopefully you get the point. I can't speak for how it plays out, but its gonna end fairly soon in japan; meaning that DH will probably be more likely to get back into issuing it.
Akira, because of the very different vibe it gave me compared to the experience I had watching the film for the first time at age 7. I still regard the film highly, but considering Otomo worked on the manga for some time before, during, and after the film was in production, I have a strong preference to the manga-- as it feels to be a more complete telling of the whole story IMHO. When I realized that Akira actually appears far more than he does in the film adaption, I had a great WTF moment.