Curious about Hellboy...

[cyberghostface]

So I really liked the Hellboy movies, the second one moreso than the first one. I think a lot if it has to do with Guillermo Del Toro (Pan's Labyrinth being one of my favorite movies of all time) but I am interested in the characters of Hellboy and friends. At the same time there seem to be numerous titles, miniseries, spin-offs, even novels, so it's a bit daunting. Where should I start and in what order? What stories are essential and which ones are not? I'll probably be reading them in trade from the library as opposed to scrounging for back issues.

For legality, a two-page story by Mignola that was apparently in the trade for Right Hand of Doom (found it on the internet).