I missed out on comics as a kid; they were not part of my cultural consumption. Given my nerdy disposition they easily could have been, but for whatever reason it just didn't happen. Until The Sandman the only comic I'd read was The Watchmen and that was just a couple years ago.
Of course comic is not the right word for either work. Graphic novel is the accepted appellation among the community of people who follow this sort of thing closer than me. According to Peter Straub The Sandman actually qualifies as literature (or nothing else does).
I wholeheartedly agree.
The Sandman is a series of graphic novels with 75 issues that consumed Neil Gaiman's life from 1987 to 1996. He estimates it at over 2000 pages and considers it the largest thing he's ever written or ever will write. I recently acquired the whole set collected into ten volumes contained in a fancy slip-cover case. I read them all in extremely short order. I just couldn't stop.
I love Neil Gaiman's novels and short stories, but none of that matches The Sandman. He put everything he had into it and it shows. The choice of graphic novel as the format is irrelevant, it's way up there with my favourite books of all time.
I'm interested in reading other "literary" graphic novels, however I suspect that having read The Sandman and The Watchmen may have spoiled me. I'm hopeful for Frank Miller's "The Dark Knight Returns" though.