I read Watchmen and though I think it is good and can appreciate it it never really struck a chord with me. Its kind of like a classic novel. I hear it's great and I can see the depth, I just don't feel it.
I also don't like many of the mainstream titles that are intended to be read over many years. I feel like they are just money making machines. All stories should have an ending. In life that is how stories go. Stories are constantly being started and ended. One right after another and right on top of each other.
As for your dislike of the Wizard of Oz series. Is it because they didn't adapt the story well? I have only read the original series by Frank L. Baum and I enjoyed it a lot.