On my re-read, I found that I wasn't as drawn into the series as I was the first time around, although I still really liked it. Jessica's first case is a little larger-than-life and very exciting and intriguing, like a good noir flick, but the rest of her cases are much more low-key and downbeat, and they often end a little anticlimactically like Powers cases often do. It's a different style of storytelling, and while I can dig it, I tend to like a little more punchiness to my stories. I think it would appeal to people who don't read a lot of comics, though; one of the strengths of the series is that it stays in the dark Marvel underbelly and doesn't require you to really be too familiar with the Marvel Universe proper, although it helps (I did appreciate the Daredevil crossovers, especially the scenes from DD that we see from Jessica's perspective as Matt's bodyguard). The cases, even when they involve superheroes, are very grounded.
There is no overarching mystery in Alias. Instead, what keeps you reading from issue to issue is Jessica Jones herself. The introduction describes her as "not-so-hardboiled," which is true. What's great about Jessica is that she's real. She's a down-to-earth, insecure, sarcastic, chain-smoking detective, who talks like a regular person, not in darkly overwrought metaphors, no matter how appropriate they would be in her line of work. She just wants to do her job and get paid. She may have superpowers, but she just wants to have casual sex and date like anyone else. (Alias was the flagship title for the Marvel MAX imprint, which, like DC's Vertigo, allowed more adult content—the first word of the first issue is "FUCK!") And she's also not a stone-cold hottie like most comic book women; Gaydos draws her kind of frumpy. She's...normal. This time around, she reminded me a bit of Toby Daye.
Throughout the series, we get little hints about Jessica's past life as a superhero and why she left that life, and the final seven issues finally tell the story of how she got her powers—she has to keep telling people she's not a mutant—and what caused her to put away the costume. Even though these final issues are the most comic-book-y, they're the most evocative and affecting.
Alias ran for twenty-eight issues and was collected in four trade paperbacks (that have been reissued as larger omnibus versions now), so it's not a lot to read, but it's worth it.
Jessica's story continues in The Pulse, written by Brian Michael Bendis with art by Mark Bagley, Michael Anderson, and Michael Gaydos. J. Jonah Jameson hires her to assist Ben Urich in writing more positive superhero-related stories. Unfortunately, that potentially interesting premise is never really explored. The first story has huge ramifications for the Marvel Universe, but it doesn't really have anything to do with Jessica. The second story is a Secret War tie-in that is strange and confusing if you haven't read Secret War (and even if you have, probably), and though it does feature Jessica more prominently, it's not really her story. Only the final story arc really focuses on Jessica as a character, and it's more about accomplishing two big milestones in her life that we pretty much knew were coming since the end of Alias. Thankfully, it's the one illustrated by Gaydos, so Jessica finally looks like she's supposed to. The other artists tend to draw her as prettier, which looked weird coming off Gaydos's conception.
Overall, I found The Pulse pretty disappointing in an "I'm glad I didn't pay full price for these" kind of way. I liked the stories and characters well enough, but it sure made me appreciate Alias a lot more.
Jessica Jones is now an established character in the Marvelverse running around with the New Avengers, but she got her start as a private eye. I highly recommend you give Alias a look, especially if you have a thing for female private eyes.