Loki is a hard character to be a huge fan of. Loki of the original comics is a vain, short-sighted "villain of the week." A threat that Thor must stop in the Journey Into Mystery series or bringing the Avengers together in 1963's Avengers #1. For the next 50 years, he had many bright spots but was forever being pulled back to play that role. Sometimes though, a truly great Loki series would come along to give us the loveable anti-hero, "God of Mischief" Loki that the world fell in love with through Tom Hiddleston. So while the plot is nothing like the 2021 Disney+ series, the best place to find that Loki is in 2014's Loki: Agent of Asgard. This was my favorite thing to come out of the Axis era of comics that saw many Marvel heroes become villains, and villains become heroes.
After Agent of Asgard ended, Marvel promised not to throw away everything about the character that fans of the series loved. But in the years that followed, this promise was not kept. Loki continued to show up in comics, but only as the two-dimensional guest villain that has bored so many readers of Thor and Avengers over the decades. Until 2019, when Loki: The God Who Fell to Earth not only brought back Loki even better than before but to fans' delight picked up the dropped threads of Agent of Asgard and carried them to a satisfying arc. These two books sit proudly on my shelf as a complete, perfect Loki story.