I only still collect two European titles, but I recommend them both: Thorgal and Chesterfield and Blutch.
Thorgal is very different from Asterix and similar comics: it's more realistically drawn (sometimes painted). It's a story about a man raised by Vikings, but draws a lot upon myths and legends - Norse myths in particular (various Norse gods like Thor and Odin and Loki make their appearance) and the Atlantic myth - and science fiction. The earlier stories in particular are very strong and well-written.
Chesterfield and Blutch is more cartoonish in style and relies on humour a lot more. It is set in the American civil war and revolves around two Northen soldiers: one, a sergeant enthusiastic about the war, and the other, his reluctant corporal who'd rather desert and live. Of course, the interaction between the two is hilarious at times. Other than that, the stories are often drawn from various actual events from the war in which the pair inevitably get caught up.