Okay, I'll give you a rundown on each of the Vertigo titles I mentioned. I'll try to keep it brief:
DMZ: A series about New York City in a near-future scenario where the USA has plunged into a new civil war between the existing US government and the Free States. The titular DMZ stands for "de-militarized zone" and refers to Manhattan, which both sides wanted but couldn't manage to acquire and keep, so they both withdrew rather than spend more resources there. The series follows Matty Roth, a photographer who winds up getting stuck in the DMZ, which, in lieu of any governmental oversight, has become a bit of a wasteland with rival gangs controlling large sectors of the city and all manner of danger around every corner. Basically, the series' core theme is the power of the free press, since Matty, a photojournalist, winds up effecting greater change simply by reporting from the DMZ than either side could through military force, but there's a lot of other stuff going on in the series, too.
Northlanders: A series of short, unconnected stories about Vikings and Celts. The first story was about a Viking prince who'd run away and joined another country's army, who returns to defend his home when his father is murdered by his uncle. The second story is about the sacking of Lindisfarne around 800 BC, seen through the eyes of a young boy who hates his home and idolizes the Viking invaders. The third story, which just concluded, is about an Irish warrior who uses guerilla tactics to fight Viking conquerors while trying to protect his young daughter. Every single story so far has been fantastic.
Scalped: A gritty crime drama set on a Native American reserve. There are a lot of shocks and surprises in it, so I'm not gonna say anything more for fear of spoiling things. It's a really good series, though. Definitely worth checking out the first trade, at least.
Fables: A series that basically posits the question, "What if fairy tales were real and they lived among us?" An evil being called only the Emperor has driven a bunch of fairy tale characters out of their mystical homes and forced them to seek refuge on Earth, which is known as a "mundy" (short for mundane) world. They set up shop in New York in a building they call Fabletown and basically just try to blend in while figuring out how they can possibly reclaim their homes. Among the most notable characters are Bigby Wolf (the Big Bad Wolf), Snow White, Prince Charming, Little Boy Blue, Frau Totenkinder, Old King Cole, Rose Red (Snow's sister), Jack (basically every "Jack" who ever appeared in a fable), Beast, Beauty, and Cinderella. Almost none of them appear in roles that would seem obvious based on their stories, which is half the fun.
Jack of Fables: A spinoff of Fables featuring the aforementioned Jack, who gets kicked out of Fabletown for trying to profit from the fables' existence, which is supposed to remain secret. Basically, this is a more comedic take on the same concepts as Fables, centered mostly on Jack but expanding to include a supporting cast composed primarily of embodiments of literary tropes. Among them are the Pathetic Fallacy (who goes by Gary), Mr. Revise (the embodiment of bowdlerization), the Page sisters, the Wall siblings, and the Bookburner. It's not as deep or interesting as Fables, to be honest, but it is hilarious and quite fun to read, especially since it's often written with Jack narrating in extremely egotistical terms.
House of Mystery: You already seem to be familiar with the core concept. There is indeed a character-driven plot to this version, though. It centers on a girl named Fig, who has some unknown connection to the House, and the staff of the House's bar. I'm not quite sure where the series is going yet, since a lot of it is, appropriately, built on mysteries, but it's been very engaging so far. There's also a short story in each issue, usually told by one of the denizens of the bar as a means of paying their tab, and those are often very entertaining all by themselves.
Madame Xanadu: This series follows Nimue, an ancient, immortal fairy who survives Camelot's destruction and sort of drifts through time, her life inextricably tangled with many of the Phantom Stranger's enigmatic appearances to influence human history. It's a fun series because you get to see Nimue (who renames herself Madame Xanadu after serving in Kublai Khan's court) come down through the ages and get tangled up in all kinds of familiar historical settings. There was an arc where she was hunting Jack the Ripper in London in the 1800s while the Phantom Stranger kept obscuring her path for his own reasons, for example, and another where she witnessed the dawn of the French Revolution. The quality of the writing and art are really what make it worthwhile, though. Matt Wagner tells the stories really well and Amy Reeder Hadley's art is amazingly beautiful.
