Issues 1 to 7
The story is quite entertaining, and Lilith certainly managed to get my attention with her adventures. And that's not even talking about the amazing effects her presence seems to have in story. For example, after saving emperor Commodus, and him turning against cristians, I would have loved to see how much that would impact the whole storyline. Sadly, though, I've only managed to read until the 7th issue, "Mistress of the Games". I know, thanks to Wikipedia, that there are 16 issues, but they aren't sold in my country, so if anyone finds the rest, please send me the link.