If you want to check out HELLBLAZER, I recommend DANGEROUS HABITS to start with -- not only is it the storyline the movie was kinda sorta based on, but it's the beginning of Garth Ennis' run. Since whenever you go to the bookstore for a single book out of a series they tend to have everything but the one you're looking for, or since you may like the first one and want more, Garth Ennis' entire run is worth getting (read in order or go for DANGEROUS HABITS if you're still trying to decide how many trades of this series you want to buy), as is GOOD INTENTIONS and both trades of Warren Ellis' run.