Steven Brust's Dragaera / Taltos books are quite good --- I'd suggest reading them in publication order. Interestingly they're fantasy w/ a science fiction background story. You'll probably bounce on Teckla, but it's worth reading (once) as a cautionary tale of love having problems.
It's always good to have a good foundation in the classics, so I'd suggest Lord Dunsany for fantasy and Jules Vernes for science fiction (there's a new translation of 20,000 Leagues Under the Sea which is fabulous).
L.E. Modesit's _Forever Hero_ Trilogy is a lot of fun, as is Timothy Zahn's _Blackcollar_ for more contemporary science fiction (yes, I'm dating myself).