Plan to re-start Hellboy right from the top this weekend.
Also, someone please reassure me about Shade The Changing Man. I collected most of the single issues but haven't started it yet. I just read Milligan's Justice League Dark and that is making me apprehensive.
lol I think i'm the only guy who has answered your questions about Shade (and might have been the one to push you to get those singles) but yeah: it's a good ass comic.
full disclosure: gigantic Milligan fanboi here but fwiw I feel fairly similarly to you re: JLD