Head off to the Baen Free Library, and try Pyramid Scheme
by Flint and Freer. It's something of an SF/Fantasy hybrid, well written, and quite amusing. Be prepared to see Greek Myth totally skewered. Same with Egyptian myth. There's also a sequel Pyramid Power
that's not free.
Also from Baen, try P. C. Hodgell's Godstalker Chronicles. You can either buy the first four books in two re-issue volumes (at $6 ea.) or the entire 6-book series for $25. It's not clear whether or not there'll be a combo re-issue of books 5 & 6, so I don't know which is the better deal. Here's a quick blurb:
Jame is a Kencyr. Kencyrs are not native to the planet where they now live. For thirty centuries they have been the weapon that their Three-Faced God has used against the power of the Perimal Darkling. And though they have fought well, the Darkling has come to planet after planet, and the Kencyrs have moved on.
Jame knows this as she stumbles out of the hilly, barren Haunted Lands into the city of Tai-tastigon. But she knows little else. She does not remember where she has been or what she has done for the last ten years of her life. Her memory goes back only a week or two—to finding her home destroyed and all her family dead.
In Tai-tastigon Jame begins a new life that seems to be at odds with all that the Kencyrs stand for. Kencyrs are honest and just, but Jame becomes an apprentice to the most renowned thief in the powerful Thieves' Guild. Kencyrs are confirmed monotheists, yet Jame explores the rituals and activities of the thousands of gods, templed and untempled, in this religious center; she even kills a god and then resurrects him. And at the inn, the Res aB'tyrr, where she lives, she finds herself using the most sacred dances of her people, dances she does not even remember learning, for the entertainment and sometimes the destruction of the inn's patrons.
Within herself Jame finds power she does not want and doubts she defies her heredity to harbor. She moves through the rich and bloody stew of Tai-tastigon like a hot spice. Her probings, to find herself and to discover what her powers mean to her and her people, combined with influences already at work, very nearly destroy the city. And yet, they bring her face to face with a destiny she must accept.
Very highly recommended. Not at all your usual Swords & Sorcery thud-n-blunder.