Daniel Day-Lewis could be an epic choice, someone came across the idea when I presented my choice on an image board.
What other characters do people want Depp to play?
Personally I can't imagine him as your run of the mill cape, or really any superhero, but Strange struck a note with me where I feel Depp particular brand of acting and eccentrism could lend itself beautifully to the role, IF the script wasn't played purely for laughs like that tacky made for t.v. thing.
Also worth a mention is that I think comic book movies might gain some gravitas within Hollywood if Marvel Studios keeps producing such well crafted movies, it is early to tell, and already some people are at odds with the Incredible Hulk... But I think Marvel Studios will bring comic movies to a higher echelon of quality.