Alias is an ongoing comic book series from Marvel Comics on their Marvel Max label.
The comic is written by Brian Michael Bendis, the art is by Michael Gaydos, and the covers are by David Mack. The first issue was released in November 2001 as the first of the Marvel Max comics, and was very contraversial due to the nature of its content. As of this writing, the series is on issue #20 and is scheduled to continue.
The story for Alias revolves around the main character, Jessica Jones, and her work as the sole employee of Alias Investigations, a private investigation firm. Jessica was known as, at one time, a super-hero by the name of Jewel. She had fairly generic superpowers, including enhanced strength and limited flight capabilities. Jewel didn't get much popularity, but did spent time with the Avengers during her brief career. Eventually Jessica gave up her costume for a (relatively) normal life.
The first 15 issues alone guest star Captain America, Daredevil, Cage, Juggernaut, Ant-man, and more, with appearances by Thor, Iron Man, The Human Torch, Spider-man, Doctor Octopus, and others.
Though I haven't read everything out there, I think it's fair to say that the style of the comic is unique. The fact that it is on the Marvel Max comic label means that there is heavy use of swear words and some (sometimes fairly graphic, sometimes benign or absent) sexual content. This, combined with Bendis' "natural" dialogue, makes the comic seem much more like real life and less fantastic than most comics. I would describe the art as "minimalist" (though I'm no art critic). The drawings are sometimes very basic, but easily get the point across. The frequent repetition of using almost exactly the same frame multiple times conveys the sense of monotony that comes with existing in real life. The covers may take several minutes of staring to catch it all.
If you're looking for a different kind of comic book, or if you're just looking for something interesting to read while you're waiting for your mail, I recommend this series highly. They go for about $2/issue on ebay.