I have to say, kudos for starting with the beginning! (Which I totally didn't mean to sound patronising, so I hope it didn't) I didn't get to read Original Sins until a *lot* later on...Sadly, one thing you will find about HB is that a lot of the comics aren't collected into trades, which is a shame. Most of the first, fifty, I think (although that sounds too many, I'm not sure off the top of my head) are, though, and starting with Delano is the best introduction to John Constantine (imho).
Of course, you'll have to read Dangerous Habits (Garth Ennis), since that's where they took a lot of the inspiration for the movie from. However, yes, I'm agreed, Keanu is not snappy enough to play JC.
This right here is the most I've participated in fandom in my whole life. Wewt!