Historically I've only ever read collected graphic novels and haven't ever really done the weekly trade paperback thing; I'm not organized enough to figure out when new issues drop or where to get them when they do, so I've always gravitated toward collected stories like Long Halloween or omnibuses like Hellblazer Vol 1. I really enjoy what I read, I've just never been able to get in the habit of the weekly drop, and to be honest I'm so out of the loop on releases I wouldn't know where to start or what's available anyway. 

Absolute Martian Manhunter has really caught my attention though which is unusual so something I want to pursue, though again I missed the first 4-5 issues before it hit my radar and nowhere local to me stocks back-issues; so again, I'll probably wait until a collected volume is printed and read the whole series in one go. I have recently started collecting Jamie Delano's original Hellblazer run in trade paperback though, 20-something issues currently, including Hellblazer #1, and I'd like to do the same with Jeph Loeb's Long Halloween for the covers (no one touches Tim Sale's art for me when it comes to Batman), as I think Long Halloween really is the single best Batman story ever printed. I know loads of people read online so something I might explore but I'm also really into my physical media so want to support the industry that way.