The Grimjack series in an overlooked gem of a comic book. This series was written by John Ostrander, and drawn by a lot of different people (there were so many changes in artists, that it got hard to keep track). This series is powerful, funny, emotional, and violent all at the same time. The first issue was done in 1984 and the series ran for 81 issues altogether (more Grimjack stories also appeared in the Starslayer series). This is by far the best series that First Comics ever did. Luckily this series is still easy to find, and rather cheap, with the exception of issue #26 which featured a second story by Eastman & Laird (that second story just happened to be the first time the Teenage Mutant Ninja Turtles ever appeared in color). I have 31 copies of that issue (and no you can't have them).
Grimjack is the story of John "Grimjack" Gaunt (who is described in his own node), a powerful, violent, intelligent man who is haunted by the ghosts of his past. The whole series is set in a multi-dimensional area known as Cynosure, where anything and everything can happen (the main series is pretty serious about Cynosure, but the backup series "Mundens Bar" is anything but serious about the city).
John works as a mercenary and private eye, he has a reputation as being the best, and he is. His work often brings him up against demons, gods, and other nonhuman criminal elements, and he takes them all on.
The first dozen or so issues introduce all the characters, and follow John on various missions. These early issues peak around issue 19 with the "Trade Wars" plot, (a large scale corporate war, that tears the city apart), John had a large part in both causing, and stopping that war. He loses his hand in this sequence (but he soon replaces it with a hand he took from a slain robotic demon named Kalibos). His new hand does not work properly everywhere (due to differing laws of reality in different areas of Cynosure), but it is better than no hand at all.
In later issues John kills his (already dead), girlfriend "Spook", at her request. She was a ghost, but John had the power and knowledge to finally put her at peace (yes, his girlfriend was a member of the undead). John himself is killed soon afterwards. Much to his surprise, he makes it into heaven, it seems that a lot of people up there vouched for him. From heaven, John sees that his dead body is being used for evil back in Cynosure, so he walks out of heaven, and into a clone of himself that a scientist friend of his had been keeping. Unfortunately, walking out of heaven has some serious consequences, Grimjack is cursed to a cycle of reincarnation for doing so. Everytime he dies, he is born again, with full memory of all his past lives. He encounters a future version of himself, who had come back in time to try and destroy the city (the only thing that can stop the cycle of his reincarnation), but he manages to stop his future self from completing his plans.
John eventually dies again, and is reincarnated as James Edgar Twilley. The Twilley stories do not have the same feel as the original ones, mainly because all the well thought out supporting characters are long dead (only a few immortal ones, such as "Goddess" survive). The series ended a few years into the Twilley stories, because First Comics folded. If you are reading these books simply for reading, then you can stop once you get to the Twilley stories, they are not as good, but if you are like me, and really got into the series, you will want to read those as well.
Most issues of Grimjack would have a second story at the end of the book. The John Gaunt issues have "Munden's Bar" as the backup series, while the Twilley issues have "Youngblood". The Munden's Bar sequences are comedy stories set in the bar that Grimjack owns (which is a lot like the bar from Star Wars). These stories were written and drawn by a different guest artist each month, and often featured characters from other comic books. These stories all look wildly different, but it is amazing how all those different writers and artists managed to get the characters right. The two recurring Munden's Bar characters were "Bob the Lizard", and "Gordon", and they may look wildly different from issue to issue, but they certainly don't act any different. Now the "Youngblood" series follows the story of John Gaunt as a child, and they are excellent (no guest artists here), these stories are a harsh and sometimes violent look at what shaped the mind of John Gaunt. The Youngblood stories are often better than the issues they are backing up.