Reddit mentions of Mr. Majestic

Mr. Majestic (2003) first solo series.

Also, you might wanna check out Dan's try on Majestic

Once you check out these, you can branch off and look at his other stuff, i recommend most of Dan's work, but anything goes!

Now this is a bit tricky. Stormwatch is the easiest to get into and is a great gateway to The Authority but I would say start off with Alan Moore's Wildcats because this leads into the rest of the universe. I would say start off with the following order:

Wildcats Homecoming

Wildcats Gang War

Stormwatch Vol 1

Stormwatch Vol 2

Now, if you aren't really feeling Wildcats, I say just jump to those two Stormwatch volumes but there is something that happens in Wildcats that's extremely important.

From here there is a short one-shot with the Wildcats and members of Stormwatch that's also a crossover with Aliens. It's also canon so I say read that before jumping into The Authority if you want to know what happens to a lot of the Stormwatch members.

That could be found in these two trades, the first trade has issues #10-11 which the 2nd Stormwatch trade above collects:

Stormwatch Final Orbit

Or this trade which collects that one-shot, along with other DC Alien crossover stories:

DC Comics Dark Horse Aliens

Then this leads to The Authority. The first trade collects all of Warren Ellis' run on The Authority and is the most ideal read after Stormwatch. The second is Mark Millar's run which may be worth checking out.

The Authority Vol 1

The Authority Vol 2

Now once you're done with those, you have some free reign as the concept of the bleed and The Authority are established. From there, you can read Planetary, which is part of the Wildstorm universe unlike Ex Machina. I recommend the omnibus.

Planetary Omnibus

Also, because at this point you should have read Alan Moore's run on Wildcats, I suggest getting into one of Wildstorm's best title, Sleeper. The omnibus collects Point Blank, which is a prequel to the series as well as two Coup D'etat issues, which is a crossover event that leads into Ed Brubaker's The Authority run. The trade that collects all the Coup D'etat issues is pretty rare. I should note that Sleeper came out around the time when Wildstorm started allowing nudity and took off language restrictions.

Sleeper Omnibus

If you want a more fun Wildstorm title that isn't as serious, I would suggest Garth Ennis' Kev trilogy. It reads like a Wildstorm version of Ennis' other title, Hitman.

The Authority: Kev

The Authority: The Magnificent Kevin

A Man Called Kev

Another even brighter series is Gail Simone's Welcome to Tranquility. It's a comedy dealing with a town full of retired superheroes dealing with old age and absurd situations. Definitely a must read.

Welcome to Tranquility Vol 1

Welcome to Tranquility Vol 2

Welcome To Tranquility One Foot In The Grave

Other titles worth checking out are:

Deathblow And Then You Live

Gen 13 Best of a Bad Lot

Gen 13 Road Trip

DV8 Gods and Monsters

Joe Casey's Wildcats run is also worth checking out.

Alan Moore's oneshot of Mr. Majestic is REALLY good. It's collected in both his Wild Worlds and Mr. Majestic.

There are plenty of other titles to check out too but these are some nice beginner options. Hope you enjoy Wildstorm! I love that world.