Obviously, the Sin City books, but a specific Sin City book I would suggest is "A Dame to Kill For" as it is the 3rd in the series and the other 3 (A Hard Goodbye, The Big Fat Kill, and That Yellow Bastard) are almost exactly the same as what you saw in the movie. "Booze, Broads, & Bullets" is another good Sin City book, featuring a bunch a short, including the Josh Harnett scene.
I'm going to avoid superhero comics here:
Another one is Ronin, its more of a sci-fi tale, with heavy samurai influences, as it is about a samurai fighting a corrupt government in the future.
If you do want superhero comics, Frank Miller's work on Batman was great and I would suggest reading "Batman: Year One" and "Batman: The Dark Knight Returns" as they are both great works. Year One is about Batman's first year as a hero and Dark Knight Returns is set in the future and is about Batman fighting against a government that outlawed superheroes, except for the government hero Batman.
Okay, just saw that different authors would be fine:
100 Bullets by Brian Azzarello is a great crime comic book, it just draws you in and keeps you wanting more because anything can happen and anyone can be killed at anytime. The basic plot was that a man named Agent Graves would give you a briefcase with a gun, 100 bullets, and the photo, with evidence, of the person who ruined your life. Whatever you do with the gun is your desicion and you won't get into any legal trouble if you kill someone with the gun and bullets provided. The real question is what does Agent Graves gain by doing this. If you do read this, pick up the first two books as the first doesn't really set into the motion the book as well as the second, but the must be read in order.
Y: The Last Man is another great book, set in a world where all males suddenly die, except for Yorick. It is hard to describe this book, but trust me, it is a great book, and an interesting look at what the world becomes. Yorick gets assigned a special ops to protect him and his monkey (who is the only other surviving male of all species, yes every single male animal died), and there is a bunch of people either trying to kill him or kidnap him. All he wants to do is get to Australia and find his fiance.
And, I'm all out of ideas.