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Steven "Madman" Brust is the author of The Phoenix Guards, Five Hundred Years After, Taltos, Jhereg, and a whole bunch of others. He is writing two consecutive series in parallel, set in the same world. (See middle name listed above.) The first series will have five front covers when he's done, while only actually being three books, which are based on the Dumas Musketeer books. (What did I just say about the middle name?) He's also written books not set on that world, which is a shame, but the ones I've read have been just as good as the ones that are, so no, you can't kill him for that.
Brust, while being insane, is one of the most fascinating authors around. Excuse me. I've never met him so I can't say that. But he's writing some of the most fascinating books around, and doing things that should be impossible in the course of them. The second series on his world of Dragaera (if I can call it a second series when he's writing both series at the same time and I suspect the timelines will soon overlap as well) is mostly told by an assassin named Vlad Taltos. (That's pronounced "Taltosh," roughly.) The language is as modern and casual as the other series' is convoluted, contrived, and unnatural. The first series tells of the adventures of four friends, including recounting a horrible disaster on that world brought on by the hubris of one of that world's greatest men. Confused yet?
The thing that makes these books so great is the way Brust wields clues like weapons, sometimes hitting you so fast and lightly that it takes several books before you notice and say "ow". The only way to survive is cranking up the paranoia until you're nearly paralysed. I have had heated debates with people over if there are any genuine mistakes in the books, or if they aren't all planned. So far, the evidence suggests that it is all planned. Including the mistakes.
Brust is not writing them in chronological order, either, which makes the whole thing far more impressive. He is aiming to make a series of 19 books that do not need to be read in any particular order. Every book has its own revelations and discoveries, and some of these have been building up over the course of 8 books-- depending, of course, on what order you read them, but assuming for the moment that all good addicts read them as they come out.
If you like fantasy, you'll like the magic and the world he's created. If you like action, you'll like the doings of Vlad the assassin and his organization. If you like mysteries, you'll be fascintated by the way he places his clues and paces his plots. If you like good writing, you will be mesmerized by how he keeps the whole thing up in the air without ever once intruding his own omnipotence into the voice of his far-more-human narrator, not to mention the perfection of his structures (every book has a different variation and yet keeps to a few rules), and all the rest of the things he manages to get away with.
More specific recommendations: If you're uncertain what kind of committment you want to make to a new author, you can try any of the Vlad books: Jhereg, Taltos, Yendi, Teckla, Athyra, Phoenix, Orca, Dragon-- that's roughly the order in which they were written, not that order matters. There are two other books, however, that are non-Dragaera and should not be overlooked: Agyar, which is very dear to me and shows quite clearly the powers of this writer; and The Sun, the Moon, and the Stars, which is also good but in an entirely different way from the rest of his books. If you are ready to make the commitment to an addiction right now, then by all means, let us start at the very beginning with The Phoenix Guards and follow it with Five Hundred Years After. You will have to make a commitment, there, however. His narrator in those is a pretentious twat named Paarfi, who is writing what he calls "historical romances," and it make take an entire page for someone to actually ask a question as simple as "what time is it?" Believe me, though, that is part of the fun. Brust knows exactly what he is doing, and it is all perfectly intentional.
A final word of caution: "Madman" Brust is into torture. There are a couple of long-standing mysteries in his series that he has yet to clear up. He is on record saying that we already have all the facts we need to figure one of them out, and there are dark hints that he does not intend to tell us the truth in the books. To compensate for this, he has answered the direct question in interviews. This can be nerve-wracking, as from what I've seen, he doesn't explain; he just answers. On the other hand, this is said to be a bit of a tradition with him-- he will answer the question, yes . . . but with a different answer every time. He may know exactly what he's doing, yes, but that's no reason to trust him, clearly.