You're looking for the real heavy-hitter stuff where the supernatural isn't just a backdrop but the main event, right? For sheer scale of cosmic conflict, you can't miss Mike Carey's 'Lucifer' comics—it's basically a celestial war spun out of 'The Sandman,' with angels, demons, and gods clashing over the fabric of reality. The battles feel less like brawls and more like philosophy made manifest, which is a whole different kind of intensity.
If you want something with a more relentless, page-turning pace, the 'Dresden Files' by Jim Butcher builds up to these insane set pieces. Think 'Small Favor' with the Denarians, or the climax of 'Changes'—it's urban fantasy, but Butcher writes magical combat with a tactical, almost military precision that makes every spell and shield matter. Brian Staveley's 'Chronicle of the Unhewn Throne' also has these brutal, large-scale confrontations with ancient, Lovecraftian-ish beings that left me genuinely worried for the characters.
Honestly, 'intense' can mean different things; the visceral demon-fighting in 'The Exorcist' is a classic for psychological dread, while something like R.F. Kuang's 'Babel' frames its battles through colonial power and linguistic magic, which hits in a more cerebral way. The best ones make you feel the stakes in your bones.