Lucifer, the pseudo-sequel to Sandman should also be included in that list.

If you like Bendis's creator-owned work, you should check out his early pre-Marvel Image stuff like Torso, Jinx, Goldfish, Powers, Fire, and Fortune and Glory. While I like his Marvel work, I think his independent, creator-owned work is superior. Most of his early stuff is very dark and noir-ish, and if you like that kind of stuff, you should definitely check it out.

I loved Pax Romana but thought it was way too short and was rushed towards the end. I would have loved if Hickman had made a 30+ issue series where he continued the story instead of just having a time-line at the end. Honestly, I don't think I've ever read a book that had so much unused potential as Pax Romana. I really hope that one day, he goes back and continues the story.