Grendel: Black, White, and Red and Grendel: Red, White and Black are very good reads. Both series were collected into trades by Dark Horse and you can still get them from their website. I'm not sure if comic shops still have them.
The first Batman/Grendel crossover is also good. I'm not sure about the second crossover with Grendel-Prime.
Those 3 have the original Grendel, Hunter Rose, in them.
I've never been really interested in the tales of the other Grendels though, so I'm not sure if they're any good or not.