Great idea about starting the narrative with a big bang Dave, that would really draw the reader straight into the story. Shall we start working on a rough story?
Also, I thought about the ending. When reading a bit of The Philosophy of Film Noir, it mentioned that Film Noirs usually end on a bad note. I thought that we could end the story with the Detective/Private Eye being gunned down in his own apartment. We could build up some suspense to this finale by cutting back-and-forth between the gangsters arriving at the apartment and the unaware detective in his room.
We could also begin researching locations, costumes, and props etc and maybe decide on some real life locations that we want to feature in the narrative i.e. the bank and the bar.
If we're setting our comic around 1920-30's, we could think about important things that were happening at the time. From 1920-1933 The Prohibition was about...
...so we could include a sub-plot about bootlegging etc? Just a thought.