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Hi Claire :)
I'm probably the last person to help but I hope you find some good recommendations. I was trying to think of some gns that I've read that would fit in with the genres you mention but I haven't read too much in those genres, especially not contemporary. Maybe try The Complete Maus, V for Vendetta, or Compleat Moonshadow? I hope one of these sound good!

webcomics are also worth a thought - loads of them out there. Oghme is interesting, Alone in a Crowd is cute.

Yeah, online will work. I get most of mine through my library's exchange program. Let us know if you like V and then everyone will be able to suggest more personalized recommendations. Hope you like it :)

Watchmen is classic. I also highly recommend Fables. Y: The Last Man is promising too.

Claire, you could try Alan Moore's Promethea books.
They're like Aleister Crowley's The Book of Thoth A Short Essay on the Tarot of the Egyptians mixed with a Wonder Woman stylee story. They may cover in some ways your liking for philosophical stuff.
Fell Volume 1 Feral City, is good if you like dark modern (contemporary?) cop stuff. From Hell if you like dark 19th cent (historical?) cop stuff.
Fantasy wise, try Slaine The Horned God. Celtic myth filtered through the mind of Pat Mills.
And I'd second all the works mentioned in previous posts.