In both Immortal Regis and Kaibutsu Oujo the male lead dies in the very first chapter. Also in both of those series, the male lead gets resurrected as an undead, immortal being by a princess of monster\demon world (his death was partially her fault anyway). His immortality isn't perfect though, if he doesn't regularly receive a dose of blood from the person who resurrected him he will die for good. If you liked that part of plot in one of the series, then you could give the other one a try. Both series also feature various monsters like werewolfs etc. However those series give of a different feel. Kaibutsu Oujo has a fair amount of fun and comedy going on, on the other hand Immortal Regis is rather serious most of the time.
Somehow it never occurred to me before, but in truth Arms Peddler and Kaibutsu Oujo share quite a number of themes and many of them are ones I like. For starters we have a somewhat emotionless, super badass female lead who can handle all kinds of weapons with ease. Second of all both series feature investigating supernatural cases (read: beating the s*** out of monsters) in a slightly episodic format. Last of all we have this weak boy who is following the female lead around (don't let this part turn you off). If you liked some (or all) of those aspects in one, go read the other one, cuz it delivers those in spades.
Read one, liked it and want more of the same? If yes, you ought to read the other series.
Both were written by the same person, have a similar style and plot, but different characters. To be exact Naqua-den is a spin-off from Kaibutsu Oujo, so some cameos do appear too. Anyway both series are very alike, though Naqua-den has much cooler male lead.
For some reason Shihou Sekai no Ou reminded me of Kaibutsu Oujo. Both have a somewhat evil female lead. Ok, ok, Hime isn't really evil, but she isn't exactly good either. Both of those girls take a somewhat weak boy as their servant and they teas him in their spare time. The girl from Shihou Sekai no Ou does much more teasing than the one from Kaibutsu Oujo, but at least she shows that she cares too (which never really happens in Kaibutsu Oujo). This is mostly a hunch, but I think you might like one of those two manga if you liked the other one.
I don't understand it myself, but somehow Zero In reminded me of Kaibutsu Oujo. Maybe it was because of the semi-episodic nature or because of the fact that the characters in both series often have to investigate something. I can't really tell, but if you liked one of those two manga, you could try reading the other one as well.