While not often hailed for overall story quality, Hulk's first 6-issue first volume - The Incredible Hulk is a significant chapter in The Hulk's history. The first issue features his origin and first appearance; originally as a monstrous grey brute, who maintained an average level of intelligence (compared to his later, more iconic incarnations which were far more mindless and savage). The rest of the volume sees Hulk take on his trademark green color, become linked to his sidekick Rick Jones (requiring him to follow Rick's orders), and go through numerous attempts by banner to free himself of The Hulk.
Hulk has had a variety of great stories in his life time that have been penned by various writers. The writers often considered to be among Hulk's best include the likes of Bill Mantlo , Peter David and Greg Pak.
Bill Mantlo wrote many lighthearted and tragic hulk stories. His most famous stories were Pardoned, which told the story of how bruce banner was forgiven for the hulks destruction while taking over hulks body, Regression, which tells the story of the Mindless hulk, And Crossroads, which is when hulk goes through a lot of character development by finely revealing how gamma rays are tied to the mind of a man.
Peter David had a long run on the second volume of The Incredible Hulk in which he wrote stories featuring some of Hulk's different personae such as Joe Fixit - the Grey Hulk. He was responsible for the two issue miniseries Hulk: Future Imperfect in which Hulk goes to the future to find an evil ruler version of himself. He also penned some stories in the third volume of Incredible Hulk such as Tempest Fugit and the House of M tie in.
The more recent runs of Greg Pak on Hulk include modern classics such as Planet Hulk (in which Hulk is sent by the Illuminati to another planet) in the third volume of Incredible Hulk and the event World War Hulk which deals with the aftermath of Planet Hulk. He was also responsible for bring much of the Hulk family together in Incredible Hulks.
The current writer for Hulk is Mark Waid who is penning the series named Indestructible Hulk which involves Banner signing up with S.H.I.E.L.D. as part of his effort to make up for years of selfishly focusing his vast intellect on curing the Hulk instead of helping others.