Lone Wolf and Cub is definitely worth reading, there were also some pretty solid Japanese movie adaptations.
How MUCH of it you read is entirely up to you, though. There were 28 volumes of it published by Dark Horse Comics in North America.
I think I own three or four.
I definitely recommend picking up the first volume, which has a lot of the classic bits in it.
Animeigo brought out the movies in North America, and did their usual top-notch job with them, no idea if they are still in print.