I tried, once, to get into comic books, but it really didn't take. I tended to gravitate toward the unusual, and didn't really enjoy the superhero genre very much (i.e. at all), and I seem to recall there was a lot of stuff featuring elves in my collection.
After a year (maybe) of trying to live up to my nerd potential I eventually gave up trying to like comic books.
Which isn't to say there was nothing I enjoyed about the experience. I loved The Elvis Mandible, which had only one issue. But my favourite was Dave Louapre and Dan Sweetman's Beautiful Stories for Ugly Children.
It was unusual in that each issue was essentially just a short story with illustrations. Needless to say, it didn't last very long
What's your favourite comic book series?