I read Vaughan's Ex Machina and loved it-- the story-telling was grown-up, the visuals were dense-- and it was free of the ka-pow and the juvenile posturing that turned me off a lot of the mainstream Marvel and DC comics I tried when I was young.
Saga is also written by Vaughan-- and drawn by Fiona Staples, amazingly so (AMAZING, let me repeat myself, this is serious art) and the story is even better. Generations-long war, interspecies taboos, forbidden love, ghosts, enchanted forests, rocketships, interesting villians of very different provenances and motivations (everyone's making some kind of profit on the war, even if no one's sure how any more) and two fierce, stubborn parents with a newborn baby girl who's telling her story in a wry voice, looking back from a point at which we have not yet arrived. The subtle hints, the foreshadowing, are really well done, and I can't wait to order the newest volume.
There are explicit adult scenes-- this book is not for kids, and not just because war isn't even appropriate for adults-- but it's refreshing because it treats sex, war, love, and hate as the messy things they all are, intermingled.