What makes the Thunderbolts so good
It seems to me that many of the best comic books have simple themes. Spider-Man is about responsibility. Daredevil - justice. Most of the great stories featuring these characters are those which reflect on their underlying theme.
Which brings me to Thunderbolts, which is about redemption. The heroes in T-Bolts are reformed, or reforming criminals. The roster changes often, through personal whim, injury, death or federal pardon. You can guess that Reed, Sue, Johnny and Ben will still be around in Fantastic Four 1000. If Thunderbolts get to 150, I wouldn't be surprised if none of the current characters are left. It's tapestry of a story, interlinked tales of morally compromised characters rising and falling. And it's Fabian Nicieza's masterpiece, the book he'll be remembered for.
I was shocked when they killed this series, or rather, I was shocked when they turned it into an awful version of "Fight Club", then killed it when they realised everyone had dropped it.
Give it a try - you'll need at least ten issues before you get a grasp of the group dynamics. Just don't get attached to any one character, cause they're all disposable.