Lucifer
DC/Vertigo. The ongoing series has been written by Mike Carey, and drawn almost entirely by Peter Gross, Ryan Kelly, and Dean Ormston; Scott Hampton drew the Sandman Presents series, and Chris Weston and James Hodgkins drew the first three issues of the ongoing.
1
Devil in the Gateway (Sandman Presents Lucifer 1-3; Lucifer 1-4).
[From DC Comics: The Devil is walking the Earth.
Cast out of Heaven, thrown down to rule in Hell, Lucifer Morningstar has
resigned his post and abandoned his kingdom for the mortal city of Los Angeles.
Emerging from the pages of writer Neil Gaiman's award-winning series The
Sandman, the former Lord of Hell is now enjoying a quiet retirement as the
proprietor of Lux, L.A.'s most elite piano bar. But now an assignment from
the Creator Himself is going to change all that. If Lucifer agrees to do
Heaven's dirty work, he can name his own price - but both the task and the
reward are more than they seem. Thrown into a position of great threat and
ultimate opportunity, Lucifer knows that threading a path through this maze
will require the harshest of sacrifices. Fortunately for the Devil, it's
only a question of who is going to make them.] 
2
Children and Monsters (5-13). [From DC Comics:
For Lucifer Morningstar, the former ruler of Hell, retirement has proved
a little problematic. Recruited by Heaven to save all of Creation from the
threat of the Voiceless Gods, he has been rewarded with an object of inconceivable
power - a gate that leads to the uncreated void. But the gateway itself
is only a tool that Lucifer must use to achieve his true goals. Now his
quest will take him to the Japanese afterworld of Izanami, and to the terrible
House of Windowless Rooms, in search of his lost wings. Leaving his immortality
and power at the door, Lucifer walks into a labyrinth of traps and treachery
where the only thing more dangerous than failure is success. And behind
him, in the Los Angeles piano bar that has become his home, the powers begin
to gather - drawn by the door that Lucifer has cut into the fabric of existence,
and willing to destroy the whole of reality in order to possess it. When
the storm breaks, there may be nothing left for Lucifer to return to.]
3
A Dalliance with the Damned (14-20). [From DC
Comics: Few have ever turned adversity to their advantage with the success
or scale of Lucifer Morningstar, once-beloved of Heaven and retired ruler
of Hell. After opening a gateway to a realm outside of all Creation, he
has managed not only to defend it against all comers but also to outmaneuver
his angelic brethren and achieve his grandest ambition - creating a new
universe, with himself in charge. Now, as Lucifer labors in his new-formed
garden of Eden, schemes and plots are growing among those left behind in
the old world - particularly in Hell, where the minor lords of the damned
play at a human masquerade, hoping to use the power of the Morningstar to
further their own infernal ends. The pity is how few among them can envision
the power they are gambling with - or just how high the stakes are going
to get.] 
4
The Divine Comedy (21-28). [From DC Comics:
Lucifer Morningstar, former favorite of Heaven and retired ruler of Hell,
has never been much for compromise, and that certainly didn't change when
he founded his own universe. Now, after finally leaving all of the constraints
of God's Creation behind him, the Morningstar finds himself in a familiar
position - gathering souls for his realm. Instead of suffering eternal torment,
however, Lucifer's new immigrants are free to live as they choose. The only
commandment handed down by their world's maker is that they bow down in
worship to no one. After all, not bowing to anyone is a point of pride for
the Lightbringer. But Heaven has spoken: Lucifer's cosmos is an affront
to the ordained scheme of things, and it must be closed at any cost. As
they say, pride goeth before a fall - and Death has never been big on compromise
either.] 
5
Inferno (29-35; a Peter Gross, Ryan Kelly, Dean Ormston, Craig Hamilton).
[From DC Comics: "He is Lucifer. He does not lose." The
ascent of Lucifer Morningstar is now almost complete. After building his
new Creation in the void beyond existence, the former Lord of Hell has populated
his realm and defeated the powers who sought to take it from him. But this
success belies his true condition. The full measure of Lucifer's strength
still waits to be returned to him, hidden within two feathers taken from
his angel's wings and spirited away by a vengeful god. Until that strength
is restored, the Lightbringer is exposed and vulnearable. Unfortunately,
he also has obligations that will not wait. Even in his diminished state,
the challenge of combat with an angel of the Host must be answered, and
his debt to the half-angel Elaine Belloc must be repaid - even it if means
his own ultimate destruction. For, as everyone knows, the Devil never goes
back on his word.] Book of the Week 1/7/04 
6
Mansion of the Silence (36-41; a Peter Gross, Ryan Kelly, Dean Ormston
and David Hahn). [From DC Comics: "You are the
king of contrivance and manipulation, my Samael. But in that, as in all
things, you learned from your Father." The devil always finds work
for idle hands - especially when their labors serve to further his aims.
Now that he has a universe of his own to look after, Lucifer Morningstar
has plenty of work to go around - and he must delegate at least some of
the tasks to those more expendable than himself. Accordingly, he has secured
a ship and a crew to discharge one of his last responsibilities in this
old Creation - freeing the soul of the half-angel Elaine Belloc from torment
in the mapless realm between Heaven and Hell known as the Mansions of Silence.
But while the Naglfir - a ship made from dead men's fingernails - and her
hands fight their way through the borderlands of eternity, Lucifer is preparing
to finally open the eyes of his angelic brethren to the mind - and the plans
- of their Creator. Because the Lightbringer now knows where the thoughts
of God have pooled.] 
7
Exodus (42-44, 46-49; a Peter Gross, Ryan Kelly). [From
DC Comics: The throne is empty and we are orphans. What shall avail
us now? So laments the Heavenly host, left behind by God to ponder His departure.
For their elder brother Lucifer Morningstar, however, the disappearance
of Yahweh brings to mind a more practical concern - survival, for both himself
and, tangentially, God's creation. With his mission to rescue the spirit
of Elaine Belloc successfully completed, Lucifer finds himself forced to
defend his Father's legacy against a pair of would-be usurpers. Their assumption
of Yahweh's cast-off power makes this resistance especially daunting - so
much so that Lucifer is moved to take preventative measures in his own universe.
The result is an inescapable decree - all immortals must leave the worlds
of the Lightbringer, or they will learn firsthand the meaning of mortality.
Not everyone plans to go quietly.] 
8 The Wolf Beneath the Tree (45, 50-54; a Peter
Gross, Ryan Kelly, P. Craig Russell and Ted Naifeh). [From
DC Comics: Your wings are broken, angel. Your strength is failing. I am the furnace in which you will be unmade. I am your death. With the departure of God from His creation, all of existence now teeters on the edge of oblivion. In the absence of any divine guidance, the archangel Michael must find a way to stem the tide of destruction - and that means a visit to the only one who can know the future with any certainty: Destiny of the Endless. But whatever insight Michael gains from the cryptic Destiny, it cannot protect against the threat which has just awoken, hungry to fulfill the terrible dictates of its nature. Only Lucifer Morningstar can see what is coming to Yggdrasil, the World Tree, and what will happen at its roots when it arrives. The Hour of the Wolf is at hand, and its echoes may reach out to shake the foundations of Lucifer's cosmos as well as our own. That, the Lightbringer will not allow.] 
9 Crux (55-61; a Peter Gross, Ryan Kelly, Marc Hempel, Ronald Wimberly). [From DC Comics: And now it begins, my dear ones. Now eons of insult will finally be avenged. God and his angels will bleed for what they have done to us. At the blood-drenched roots of Yggdrasil, the World Tree, the archangel Michael lies dead. His power has been unleashed upon his daughter, Elaine Belloc, and his brother, Lucifer Morningstar, burning them out of this existence and clearing the way for the final unraveling of the universe. The time has come for those who mark themselves as wronged by Heaven to rise up and storm the former palaces of Yahweh - led by the fury of Lilith, Creation's original woman scorned. But not all the children of Lilith are in thrall to their mother, and not every contingency has been foreseen by those who would smash the Primum Mobile. As the armies gather on the plain of Armageddon and the walls of the Silver City, Fortune is still dealing her cards - and the Lightbringer still has a place at the table.] 
10 Morningstar (62-69; a Peter Gross, Ryan Kelly, Colleen Doran, Michael Wm. Kaluta). [From DC Comics: There is war in Heaven. How war, not cold. Dirty, total and absolute, like the war that Lucifer brought when the worlds were young. But this time the Fallen One fights on Heaven's side. A new host, born of Lilith, is on the march against the Silver City, and the Lightbringer must descend into his former realm to find an army willing to defend Its holy walls. But his powers are waning, and Hell has a new king - one who is not at all sympathetic to Lucifer's cause. As the chaos spreads across two creations, sinking the worlds into despair and bleeding the souls of humankind into the void, the champions of life make their last stand on the plain of Armageddon: a fallen angel, a demon and a human woman, set against the wolf of destruction and an army that cannot be numbered. And, it seems, against God - for God may already have decided that they should lose...] 
11 Evenstar (70-75, Nirvana OGN; a Peter Gross, Zander Cannon, Dean Ormston,
Jon J Muth, Ryan Kelly, Aaron Alexovich). [From DC Comics: The saga of Lucifer Morningstar comes to a close in EVENSONG, collecting LUCIFER #70-75. In the aftermath of the universe-shaking battle in Heaven, Lucifer and his cohorts return to pick up their lives and tie up their loose ends. As a special bonus, EVENSONG also includes the Prestige-format one-shot LUCIFER: NIRVANA, gorgeously painted by Jon J Muth.] 
Nirvana
(OGN; w Mike Carey, a Jon Jay Muth). [From DC Comics:
A beautiful angel with an ancient score to settle puts out a contract on
Lucifer Morningstar. But can the Devil really die? Alerted by an attack
on Lux, his L.A. piano bar, Lucifer follows a trail that leads him from
the mercurial realm of the Dreaming to the luminous streets of Beijing.
It's up to The Morningstar to fight his most difficult battle - of body
and spirit - as he falls into the jaws of a trap that doesn't even exist
until it's sprung. Featuring guest-appearances by Daniel, the new Sandman,
as well as Lucifer's masked accomplice, Mazikeen.] Now contained in Vol. 11 above. 