Groo is fun!
Full of cheese dip and mulch!
Probably the best place to start would be one of the TPB reprints by Epic or Dark Horse (but I think they are mostly out-of-print):
Reprint collections[edit]
Epic/Marvel
The Groo Adventurer (Epic, 1990; collecting Epic/Marvel issues 1-4)
The Groo Bazaar (Epic, 1992; collecting Epic/Marvel issues 5-8)
The Groo Carnival (Epic, 1992; collecting Epic/Marvel issues 9-12)
The Groo Dynasty (Epic, 1992; collecting Epic/Marvel issues 13-16)
The Groo Exposé (Epic, 1993; collecting Epic/Marvel issues 17-20)
The Groo Festival (Epic, 1993; collecting Epic/Marvel issues 21-24)
The Groo Garden (Epic, 1994; collecting Epic/Marvel issues 25-28)
The Groo Houndbook (Dark Horse, 1999; collecting Epic/Marvel issues 29-32)
The Groo Inferno (Dark Horse, 1999; collecting Epic/Marvel issues 33-36)
The Groo Jamboree (Dark Horse, 2000; collecting Epic/Marvel issues 37-40)
The Groo Kingdom (Dark Horse, 2001; collecting Epic/Marvel issues 41, 42, 43, 46)
The Groo Library (Dark Horse, 2001; collecting Epic/Marvel issues 44, 45, 47, 49)
The Groo Maiden (Dark Horse, 2002; collecting Epic/Marvel issues 50-53)
The Groo Nursery (Dark Horse, 2002; collecting Epic/Marvel issues 54, 55, 56, 48)
The Groo Odyssey (Dark Horse, 2003; collecting Epic/Marvel issues 57-60)
I've been patiently waiting for The Groo Parade and future volumes, but not sure if we'll ever see them.
Original comics are still fairly easy to find, and relatively cheap... at least that was my experience when I filled up my back-catalog of books.
Wikipedia has a good basic rundown on Groo
http://en.wikipedia.org/wiki/Groo_the_Wanderer and of course there is the official Groo site -
http://groo.com/