When I asked for recommendations it seemed that a lot of the indie comics people recommended were things that have just started or are really early into their runs like Saga and Velvet and Rat Queens...
Is there anything that's a bit deeper into their runs? Or even finished in the same sort of indie category? I haven't read comics for years so even if they're a bit older I don't mind, I just want good comics/stories!
My recommendations for completed indie books would be Fear Agent and Life and Times of Martha Washington in the Twenty-First Century. Both are super good. Lots of other people here can vouch for Fear Agent, but because nobody is willing to give Martha Washington a chance, only me and ecoshifting can vouch for that one. I highly recommend both though.
They also both come in very nice collected editions. The Fear Agent run is collected in two very cheaply priced massive hardcovers and Martha Washington is collected in a single really nice, high-quality paperback.
Oh, and The Black Beetle by Francesco Francavilla is a super amazing miniseries.
Edit: Oh, and Scalped! Scalped is incredibly good and completed. It's only collected in a bunch of small TPBs right now though, so you might want to wait for the deluxe editions that are coming out.