Start with w/e character you like personally. Some stories are bad, some are great, but if you find a character or group you like, you will enjoy them almost no matter what.
One thing to remember about "western" comics is they do not flow like the cartoons and tv shows. What is a single episode in a show, is about 2-5 comics worth of content. Sometimes its not easy to notice, but others its really noticeable where its "just getting good" and then theres a "to be contined" at the bottom.
PSN: Valkerion7 (KoF13:Benimaru, Shen, Daimon ) (BBCS: Litchi/Valkenhayn) ~ (SSF4: Rose/Makoto)~ (GG: Anji, I-No) XBL: ValkerionSeven (Same games as PS3)