There's a problem in comics, particularly superhero comics, with pretention and pomposity. While it's true that, say, Lee and Kirby's Thor comics were great yarns with smashing (literally) action scenes, nobody would dispute that they were often a little on the over-earnest side, and with aspirations to something which isn't readily apparent from the work itself. The worst time for this was the 1990s, when heroes with stubble, ponytails, grimaces and leather jackets (does anyone else remember the "A vest for every Avenger" period?) would strike terribly serious poses and pontificate about the ethics about shooting bad guys in, like, totally extreme ways. It's a breath of fresh air to find a character whose adventures take place within a genre which is most often as po-faced as they come, but who is a grounded, rounded, down-to-Earth guy who's got the fewest airs and graces of any major horror genre character. Enter Hellboy.
Hellboy's a character who was created by writer/artist Mike Mignola and first published in 1993. He's essentially a big red demon, but unlike his hellbound brethren he's not a bad guy. In fact, having been summoned to our world by Nazis in 1944, he ends up working for the US Army and its kooky offshoot the Bureau of Paranormal Research and Defense (or BPRD for short), in which capacity he investigates and takes care of (in both the Mary Poppins and the Charles Bronson senses of 'takes care of') monsters, ghosts, folklorish creatures and other oogly booglies. He despises his demonic heritage, and keeps his horns filed down to avoid looking like one of his own kind. He also happens to have a giant stone right hand, aptly named the Right Hand of Doom, with which he is prophesied to instigate the Apocalypse. Understandably, that's a role he's not too chuffed about.
Hellboy himself fits in well with the other members of the BPRD, which includes such normal types as the amphibious Abe Sapien, pyrokinetic Liz Sherman, Johann Kraus (made of ectoplasm) and psychic guide/deceased pulp hero Lobster Johnson. They're a bit of an ol' gang of weirdos and no mistake, but they're a dysfunctional family and take care of each other, even if they're not always great at showing affection. Hellboy and the BPRD have undertaken a number of missions both together and separately, and it's to Mignola's credit that they don't stick to the traditional werewolf/vampire/Universal monsters axis of threat, but have encountered creatures from Irish, Russian, Japanese and Malaysian folklore, among others.
This is indicative of the kinds of stories Mignola is interested in telling (he said, in a bit of very banal observation). Hellboy is not about taking the beaten path. Instead, it's about subverting cliché and presenting the reader with something that's genuinely fascinating. Hellboy himself is the obvious example - being seven feet tall, bright read and sporting a tail and horns, you'd expect the big lug to at the very least be a bit on the angsty side. While he does have his moments of introspection, though, everyone's favourite demon tends not to let that side show too often. He's also not prone to big speeches and pontificating - perhaps the most archetypal Hellboy moment would be of him getting hit hard by a big monster, saying "ah, crap" as the floor gave way beneath him and plummeting into a cellar. He's a blue-collar, drinkin' and smokin' ordinary joe, and that makes his incongruity even more surreal and interesting.
Of course, it'd be churlish of me to talk about Hellboy without mentioning Mignola's amazing artwork. Equal parts Frank Miller and Alex Toth, Mignola makes use of heavy areas of thick blacks and a scratchy and expressionistic linework style to give each story a claustrophobic and spooky feel. It taps into something quite primal in the reader - if you know there are monsters out there, and so much you can see is in inky shadow, well, the things could be hiding anywhere. It's an atmosphere which suggests stillness and invokes feelings of being alone in the dark, and is an absolutely perfect match for the kinds of unsettling adventures which form Hellboy's bread and butter.
If you fancy checking Hellboy out (and why wouldn't you?), there are six volumes of the main title available, plus another eight of Weird Tales (non-Mignola stories), BPRD and Young Hellboy out there. He was also the subject of a really pretty good movie by Pan's Labyrinth director Guillermo del Toro in 2004, with the dead-on casting of Ron Perlman as the eponymous big kahuna setting the tone for the whole endeavour - it wasn't quite 100% faithful to the original (a "normal" character was introduced, as was a love story for Hellboy), but it did have a scene where he was hit by a monster, said "ah, crap", and fell through a floor. When you've got that kind of essentially Hellboy moment in there, everything else is window dressing.