I'm currently reading Cook's first Black Company omnibus, Chronicles of the Black Company (Canada, USA, Europe), and I'm loving it! It's like reading about the adventures of the Bridgeburners without any interruptions!
If, like me, you have yet to discover Glen Cook and you like Steven Erikson's The Malazan Book of the Fallen saga, you might want to check the Black Company out! The books might not be groundbreaking (though they were when they initially came out in 1984), but they are as entertaining as anything you're likely to read in the genre.
If you don't want to spend more money for the omnibus, all three volumes which comprise the book can still be purchased separately. Used editions can also be found for about a dollar or less.