There has been three basic versions of the Phantom Stranger. He first appeared in 1952 in:
The Phantom Stranger
This was a short lived series and is expensive to buy. The Phantom Stranger in this series, was more of an occult detective, with no real powers, except for a knack of quickly disappearing, once the mystery was solved.Some of the stories were reprinted in the second series.
In 1969, DC resurrected the Stranger in Showcase #80 and then in his own series. The Phantom Stranger was now a mysterious wanderer that guided and assisted mortals and superheroes with mystic problems. He was a powerful mystic and councilor. This series lasted 41 issues. These issues and a couple other appearances from this time period are reprinted in:
Showcase Presents: Phantom Stranger Vol. 1 and
Showcase Presents: Phantom Stranger Vol. 2
After his second series was cancelled, he made many different guest appearances. He appeared in DC Comics Presents, Justice League of America and the Outsiders. He also had back-up stories in Swamp Thing and Action Comics. A must read during this time period was:
Secret Origins #10
Probably the best and one of the last appearances of this version of the Phantom Stranger was:
Phantom Stranger #42
After the New 52, the Stranger was changed so much, so you have to consider this Stranger to be another totally different version.
This Stranger's series start was collected in:
Phantom Stranger Vol. 1
The rest of this series has also been collected in TPB.