The Punisher

Frank Castle went to the Vietnam War and returned a changed man. Then his family got caught in the crossfire between a mafia war. Frank vowed to rid the city (and perhaps the world) of the scum that took his family away from him.

He was created by writer Gerry Conway and artists John Romita, Sr., and Ross Andru. Originally he was a Spiderman villain, then he was turned into an anti-hero who would fight alongside Spidey, Daredevil and Captain America. He proved succesful enough to get his own series in 1986.

He famously has no superpowers of any sort, relying only on his extensive military training and experience. Unlike most other heroes out there, he has no qualms about killing criminals (and in fact, prefers to do so instead of leaving them to be captured through legal means.)

Recommended Reading
Garth Ennis almost singlehandedly transformed The Punisher from a good character into a great one with three main series:
 * Volume 3 (Welcome Back, Frank) - A 12 issues maxi-series in which Frank Castle returns to New York after being absent for a while and quickly starts making his way through the local mafia. Frank befriends three neighbors and an unlucky detective, who end up helping him when he most needed it. Some elements from this series were incorporated into the 2004 Punisher film starring Tom Jane.
 * Volume 4 - A direct continuation to Volume 3, reusing some of the same side characters. This volume and the previous one feature guest appereances by Daredevil, Wolverine, Spiderman and The Hulk. 37 issues, although issues 7 to 12 were NOT written by Ennis and they are relatively safe to skip.
 * The Punisher vol. 5 (aka Punisher MAX) - A "reboot" of the series that has nothing to do with the previous volumes, it presents a darker, more mature and realistic take on The Punisher and the world of crime he inhabits. Arguably, the best Punisher series you'll ever read. 60 issues containing 10 interconnected storylines.

Ennis also wrote the miniseries Punisher: Born and Punisher: The Platoon (detailing Frank's time in Vietnam and the incident at Valley Forge mentioned in his last MAX storyline) and Barracuda (about one of Frank's deadliest enemies, though Frank himself does not appear in this mini), and the one-shots The End, The Tyger and The Cell.

After Ennis
 * Volume 8 - (Ongoing) Written by Greg Rucka, features the return of The Punisher after his bout as Franken Castle. Features a nearly silent Punisher with the narrative told from the perspective of police officers and reporters who are affected due to contact with The Punisher.
 * PunisherMAX - A continuation of Ennis's Punisher Max series written by Jason Aaron and drawn by Steve Dillon. The series is also set outside mainstream continuity. A notable characteristic of this series is that it incorporates villians based off mainstream counterparts, such as Kingpin, Bullseye, and Elektra.