The Ultimates is by far my favourite, its sad that people don't appreciate how much it influenced and changed the avengers. Sadly everything that was cool has been emulated by the marvel mainstream avengers books.
Old Man Logan is classic.
and of the millarworld stuff, i found superior to be pretty amazing, its started off pretty dumb but really paid off at the end.
He is the reason I even read the Avengers and the FF. I don't even like the 616 FF but his take on the Ult. FF was just awsome. I had actually dropped all X titles except for his Ult. X-Men run which I think is just incredible too. I wasn't a huge fan of his Spider-man run tho.