For my own part I'm not only a massive Mignolaverse fan in terms of the comics, but a really big fan of GDT's career too and I'm not a fan of the movies at all really. They take liberties with the characters to a point where I can't really engage or dig into them as Hellboy movies, nor do I find them much better than just fine as regular fantasy flicks, certainly not on the level of Pan's labyrinth etc.
I won't rag on them deeply since OP is obviously a fan and soliciting for likeminded individuals and I'm totally down with that, love what you love, but a really pet peeve is giving characters really *zany quirks*. Hellboy loves cats and sweeties (and Liz?), Abe loves eggs and classical music etc. Mignola's folklore soaked mythos and the BPRD apocalyptic investigations are my favourite runs in comic books so it was a shame the movies were so far removed - although I imagine it has done wonders for the property's profile.
Old HB could at least have had a love for pancakes
I also totally agree with the poster that recommended the animated movies, they're pretty awesome and one if them adapts heads!