Modesty Blaise was, quite simply, the best action-adventure comic even run in the newspaper strip format (it reads just as well in collected volumes). I strongly recommend the volumes drawn by original artist Jim Holdaway.
Peter O'Donnell, who wrote the strip and created the character, also wrote a series of novels and short stories about her. These are very, very good, but not, in my view, quite as exceptional as the comics.
Joseph Losey's film Modesty Blaise bears little or no relation to the comics or the novels. A much later film, My Name is Modesty, is creekily low-budget but rather truer to the character.