Repeating a few that others have mentioned, but here's mine:

Preacher/Tulip/Cassidy in Garth Ennis' Preacher

The Boys and The Seven in Garth Ennis' The Boys

Neil Gaiman's Sandman

James Robinson's Starman

I read all 4 of these in trade (all but Starman had already wrapped up). They were all very satisfying because there was an actual ENDING to the story.

I would also add: Jean Grey/Phoenix in the X-Men (#137) IF they had left it alone and not brought her back. Her death had such weight back then because it was allowed to stand (before scentimentality got the best of the creative teams).