For a more action-packed, yet still thought-provoking, take on it, see if you can dig up issues of the still-mourned Valiant Comics' Eternal Warrior, or even Archer and Armstrong. EW is about an immortal, obviously, and often featured stories from throughout his life, from ancient Sumeria (IIRC) up to the present - and on into the future. His brother, also immortal, is the Armstrong part of Archer and Armstrong. Valiant was know for the complexity of its characters, and the self-consistency of its universe. I highly recommend either of these, or just about any other, of their titles (Turok being my fave, before they replaced him with another "Turok").