Hellboy? What's not to like?
A complex and engaging main character (Hellboy himself), with a wide variety of interesting supporting cast members. Classic sensibilties inspired by Lovecraft and other pulp era fiction. Nazis, Giant Apes, Rasputin the Mad Monk, and Frog-Men. World-Wide conspiracies, the occasional threat of apocalypse, and an X-Files style team itching to investigate it all. Hellboy has it all.
At the moment Hellboy's available only in the pages of Hellboy: Weird Tales, which is a book opening the Hellboy doors to writers and artists other than Mike Mignola, the creator of the character. Most of the stories have been great; some quirky, some creepy, some moody. Art has been of wide variety of styles, from pluch Cassady 'watercolours' to stylised Andi Watson cartoons. Good stuff tho!
And the Hellboy stories are available in about four TPBs, each with a major story arc. They're awesome stories of a blue-collar hero who just wants to relax, but keeps getting forced to save the world or prevent others from using him to end it.
And HB's gonna be a movie from Del Toro (Blade) next year. Better to get in on the ground floor before Dark Horse jacks all the TPB prices up...