I've always enjoyed Allan Moore's efforts, from the days of THE WATCHMEN onward. The League stories are my personal favorite, as I have a love for the Victorian era. Volume One in this series concerns the creation of the League and their subsequent fight with Fu-Manchu. Vol. 2 takes on the WAR OF THE WORLDS story and the League's response to a Martian invasion. As always, very well-written and intricate prose, though I thought the plotting was a tad conventient.
The initial sequences, which take place on Mars itself (starring John Carter(!) of the Burroughs series) are worth the price of the book alone!