Dynamite gave her a decent run to begin with. The first Omnibus' worth of material (About 16 issues, I think) is some solid action and a great build up to a powerful enemy, right up until the end. Then the second omnibus immediately drops the ball when they take a completely pointless trip to the island of furries, before effectively ending the entire story right after by jumping straight to the final boss and starting over when he's dead. It keeps on going for a long time after that, but the event may leave such a bad taste in your mouth that you'll not want to bother.
Queen Sonja started up at some point during this time and it's about her getting her own country, it's decent.
Gail Simone was given a reboot series sometime around 2013, skip it like anything else she has ever worked on.
Marguerite Bennett got a 6 issue run. This was at the same time when they gave Vampirella to Kate Leth and the characters, along with Dejah Thoris, got new, less revealing costumes to try and appeal to that crowd. Fucking skip.
The current series has Red Sonja travel to modern day New York. It sounds like an awful idea that they pulled out of their asses because it's the sixth reboot in twelve years and they desperately need some new gimmick, but I can't comment on it beyond that, haven't read it.
All that out of the way, there are a lot of four to six issue stories that have come out over the years. Usually no bullshit, just straightforward stories of sword and sorcery. One of the ones I read that I think was pretty good was Unchained, so called because a monster snaps her top and she has to go through the book wearing a blue fur outfit instead. The one-shot collections are hit and miss, often decent, but when you're reading one that begins with Sonja wandering into a bar where the men are harassing the waitresses, just save yourself some time and move on to the next.