Hi SuaveStar, that story sounds a lot like Sin City (which had to be renamed Devil's Island when collected in Trade for an obvious reason).
As Stavros mentioned, the Complete PJ Maybe is well worth a read as it's based around one of Dredd's archnemeses who is just an incredibly ingenious psychopath rather than being supernatural in any way.
For anyone in the UK, Mongoose Publishing has some 2000AD stuff in their clearance section. Even if you're not in the UK, they still work out to be pretty cheap even with shipping. Of the ones on sale here, I'd recommend Robohunter, Shimura, The Simping Detective, Mega City undercover, Nikolai Dante, Judge Dredd: The Henry Flint Collection and Storming Heaven, as they are either the first parts of their series or self contained ones and they'll feature writers and artists that you'll be familiar with. The bottom three are resource books for the RPGs, so I'd only recommend them if you're an avid RPG fan.
Judge Dredd has been collected into the Case File editions, which are anthologies containing one year's worth of strips. Of those I'd recommend Volume 5 for the Apocalypse War, Volume 6 for the high number of quality stand alone stories and Volume 10 for the beginnings of the Democracy storyline, which culminated later with America (widely regarded as the best Judge Dredd story ever) and Total War (which is a fantastic action story with great work by henry Flint) both of which have been collected by Rebellion.
EDIT: Although I will try not to dominate my previously... picks with 2000 AD, there is one that I might well pick for the next one to demonstrate some of the other types of story 2000AD has done. It's either that one or a fantastic indy TPB that runs to 600+ pages.