http://en.wikipedia.org/wiki/Lucifer_(DC_Comics)

The Lucifer series is a spin-off from the Neil Gaiman-penned Sandman series, which is also very good. I read a chunk of this series a while back, but recently picked up all the books and finished it off.

It's really good stuff! It's essentially an extended (75 comic) mediation on determinism and "free will", mixed with a lot of Sandman flavoring and Paradise Lost. From Wikipedia:

The theme of the Lucifer series revolves around the free-will problem. Carey's Lucifer is a figure representing will and individual willpower, who challenges the "tyranny of predestination". While in Heaven's eyes this is blasphemy, Lucifer points out that the rebellion (and indeed all sin) and damnation as consequence were pre-planned by his Creator. Lucifer rejects God's rule as tyrannical and unjust. Violent, aggressive, vengeful, and dictatorial aspects of Heaven's rule are represented mostly by the archangel Amenadiel, who has a particular hatred of Lucifer and leads attacks of various kinds against him.

[...]

Ironically, however, it is often difficult to discern when Lucifer acts as a slave to predestination and when he effectively acts according to his own free will.

A few critiques that I have are the apparent invention of new cosmological rules and entities to progress the story, and a lot of deus ex machina that I don't know if I feel is appropriate or not. I felt very satisfied at the end of the series though, so, pick it up. It piqued my interest given my fascination with what I perceive to be the incoherence of "free will" and the apparent cruelty or uncaring of any entity that would see fit to make a pain-filled creation such as ours. This series nicely touches on both of these subjects.

Lucifer really is a Magnificent Bastard and far more intriguing than he was in Sandman. There are some awesome bits of writing in the first book, but I was slightly disappointed in the second. Maybe I’m just being picky and wishing that Gaiman had written it himself, it’s got the problem of not being quite as good as Sandman, but then again what is. As far as I know it never happened but a cross over with Constantine would have been amazing.

Loren, edit your first link mate, the last bracket is outside the url & goes to the wrong page.