Moon Knight has always been a personal favorite of mine ever since I first read the series when I was a kid. He's quite different for your typical B-list superhero cliche.
The character itself has changed from one writer to another. But between the history of the character (the relationship with Khonshu the Egyptian god of moon/vengence, feud with Bushman), his schizophrenia personalities (Spector, a millionaire and a cabbie), and the interesting supporting characters (in Frenchie, Marlene and Gena's); MK is one of the more intriguing superhero characters in my books, with some interesting story arcs to boot.
The early Moench stuff (which are in Essentials now) are especially good, and the current ongoing series with Charlie Huston is right up there imo.