The barbarian saga takes place in a world exists between the ice age and the rise of civilization, where magic still exists. In that, it reminds me of Robert E. Howard's KULL.
But Dagar is not just a barbarian-he's an educated warrior. At first he's bent on revenge against Scorpio, the evil wizard who is responsible for the death of his people. But once that's accomplished he's still bitter-and vows to only raise his sword if someone is paying him to do so. Of course, he ends up doing the right thing. There's an ironic story in which he rescues a beautiful woman from the clutches of an evil wizard, kills the wizard and then realizes because he did this that she quickly ages and dies-because it was his power that kept her alive for centuries. It's not until several stories in before he meets his woman, Graylin, who is captured by bat-like humanoid vampires. Instead of slaying them all, which is something like Conan would do, Dagar manages to help them out so they're not preying upon humans and can exist peacefully. There's a story where he goes back in time, encountering dinosaurs and Neanderthals, and more evil wizards, who usually control some type of monster.
I loved this comic when I was a kid and it holds up well over time. This hardcover collects Tales of Sword and Sorcery: Dagar the Invincible #1-9.