Christopher Priest on Conan is as good a start as any.
http://digitalpriest.com/legacy/comics/conan.html
My early memory of Conan is a terrible movie I've watched as a child and through Dark Horse I discovered the Cimmerian's rich history. There's even a movie starring Renee Zellweger and Vince D'Onofrio about Robert E.Howard if you are into biopics and while Conan has returned to comics I favour the pulp tales. There's even a soft spot for the Schwarzenegger movie theese days for its slow pacing, quiet storytelling and great score.
More Conan adaptions are being published by Ablaze right now as well.