Hellboy: Right Hand of Doom - Mike Mignola
This one's a collection of short stories, and again I don't know what order these books go in exactly, but this one covers a wide range of time periods. It gives a little more background on Hellboy's character (some of the stories apparently expound on things hinted at in longer stories elsewhere), and there are some gems in the bunch. My favorite was probably "Pancakes," a very brief (2-page) story about Hellboy at 2 years old. If you can find this one at the library or the store, at least pick it up long enough to read that story—it's worth it.
And now I'm going to read some non-graphic novels. Honest. After I finish this one other one I found at the library.