I think haunting isn't the correct word, but I know what TDK means. The ending definitely sticks with you.
I completely agree it's his best written series, better than Y and Saga. Y just holds a special place in my heart haha. And Harris on art is no slouch.
Personally, Sabre, I'd give it to the third trade and see where you stand with it. It's one of the most interesting comics out there.