start with the first trade and go from there. it's teh awesome.
It's really good.
And Bluebeard looked like a gay porn star.
Good choice dude, and great reading. I just got into it myself a month and a half ago [got all the trades at a buy one, get one free sale except for the latest which I ordered from Amazon.] It's definitely some good stuff. Like many here said, it's very consistant with a dire minimum of filler stories you can live without, and even those are good in their own right.
Bluebeard was based visually on a guy I was vaguely acquainted with in Austin, TX. I forget the story behind it, but I think the guy was either a friend of Bill Willingham (who used to live here) or Bill Williams (also a pal of Bill's, also formerly - maybe currently - living in Austin.
And Bluebeard was a pretty good likeness of the dude, but I regret to say he didn't dress like a gay porn star.
Looking forward to trying again...
I got 1,001 Nights of Snowfall as a gift and REALLY enjoyed it. I'm also thinking of getting into the series - I've heard nothing but good things about it.