The first appearance was as a serialized novel, published by PALL MALL MAGAZINE from September 1894 through July 1895. J.S. Wilson illustrated the serialization: 1 full-page and 104 less than full-page illustrations, including head-pieces. I own the complete serialization.
McKay, Scott and Whatmore claim that Longmans, Green, and Company published the first edition in book-form in London on August 12, 1895. Longmans claims July as the month the first edition was printed. This edition, purportedly composed of 10,000 copies, contains only 20 of the F.S. Wilson illustrations, 4 of which are not in the American edition. Ads at the end of the book are dated July 1895, and also dated-coded 6/95 (June 1895).
Longmans published the first American edition in 1895, also with only 20 F.S. Wilson illustrations, 2 of which are not in the British edition. Ads at the end of the book are not dated. McKay, Scott and Whatmore all claim October as the publication month.
George Newnes published its edition in London circa 1906/7, and this new edition features 4 illustrations by Cyrus Cuneo.
See the VisualHaggard.org page dedicated to the illustrations found in various editions.
I do not own any of the books pictured, unless noted.