The first appearance was as a serialized novel, without any illustrations, published in Munsey's Magazine from June 1898 through March 1899.
The second appearance was as a serialized novel, published in THE GRAPHIC from July 2 through October 19, 1898. William Hatherell created 18 illustrations for the serialization.
McKay and Scott claim that Longmans, Green, and Company published the first edition in book-form in New York on February 24, 1899. Only 4 of Hatherell's illustrations were included, along with 8 new illustrations by Maurice Greiffenhagen. Ads at the end of the book are not dated.
Longmans published the first British edition March 1, 1899, but without any of Hatherell's illustrations, only including the 8 Greiffenhagen illustrations. There are no ads at the end of the book. Apparently 10,000 copies were printed. McKay, Scott and Whatmore all agree on the publication date in London.
A Biliographic Note found in a 1916 reprint claims the first printing was from January 1899.
See the VisualHaggard.org page dedicated to the illustrations found in various editions.