I’ve read some Fables because I like The Wolf Among Us, although it was a bit eh. I heard a lot of good things about Sandman so I might look into that. I also came across one called “100 Bullets” which seem cheesy but interesting nonetheless.
I’m looking for something like crime, mystery, or horror (haven’t really seen anything truly horrifying from the west outside of alt comix stuff), but anything works as long as it’s good. Also, preferably no “saving the world” stuff.
This is good timing as I'm trying to branch into western comics more myself, so I don't have many recommendations that haven't already been mentioned (Sandman, Persopolis, Transmetropolitan). I just finished Fire Punch which was a "fun" nihilistic and existential romp, but it's a manga in case you're strictly looking for western titles.
What I can recommend is the Tachiyomi app if you want to read on your phone for free. You'll need to install the apk from outside of the stores. From there you choose extensions for it to have access to, ReadComicsOnline is the most reliable I've found for western titles but it's always good to find backups. Bato.to and MangaDex for manga. It circumvents a lot of navigation problems with the websites it pulls from like page fills and download limits and intrusive ads/pop-ups. It's really customizable, like choosing which way to swipe per series for east and west titles, or how it handles double page spreads.