I like almost everything Brust's written--I was never able to get through Gypsy, which he wrote with (I believe) , or To Reign in Hell. The remainder I have mostly liked quite a lot, and have read many of them aloud to Jane. Most of his books concern one Vlad Taltos, assassin, organized crime boss, and generally nice guy (no, really). Vlad is a member of House Jhereg, one of the 17 houses comprising the Dragaeran Empire. He is, however, not Dragaeran, but human--or "Easterner" as the Dragaerans would call him. Easterners living outside of the Dragaeran Empire think of the Dragaerans as elves, but you'd have to search quite a long way to find anything more different than Tolkien's elves. Dragaerans do, however, live for many hundred years, and tend to scorn Easterners as subhuman. Each of the Dragaeran houses has its own distinct character and physical characteristics; House Jhereg specializes in underhandedness, dirty dealing, and organized crime, and is not above selling titles of nobility. That's how Vlad got in; his father was a social climber.
Despite Vlad's profession, the series is quite enjoyable, and often funny. The first book is Jhereg, followed by Yendi, and Taltos, among others. Ultimately there should be eighteen, one for each of the Dragaeran houses, and one for Easterners (Taltos). Most of the books are told in first person, from Vlad's point of view, which adds a little spice once you realize that Vlad's not necessarily completely reliable.
A related series, the Khaavren novels, also takes place in Dragaera, though over a much longer span of time. The first is entitled The Phoenix Guards, and concerns a young Tiassa named Khaavren who is coming to Dragaera City to seek his fortune as a member of the Emperor's elite Phoenix Guards. He is joined by three brave companions, Aerich, who is always honorable and just, Tazendra, who is perhaps a little slow, and Pel, who is devious. The series continues in Five Hundred Years After, and in the as yet unpublished Viscount of Adrilankha, which will be published in three volumes. If it is not already obvious, the Khaavren novels are an homage to Alexandre Dumas' Three Musketeers, and are intentionally written to have the same feel. Although the characters are similar, however, the plots are entirely different.
Brust rarely writes without some kind of strong narrator, such as Vlad himself in the Vlad Taltos books. The Khaavren books are meant to be historical romances written around Vlad's own time, and the supposed author is one Sir Paarfi of Roundwood, a long-winded, exasperating, but ultimately amusing individual who is very present throughout.
I've read all of Brust's Vlad Taltos novels (Jhereg, Yendi, Taltos, etc.) and Khaavren novels (The Phoenix Guards, 500 Years After) aloud to Jane, along with Cowboy Feng's Space Bar-and-Grill. Brust likes to experiment with different styles, though, and his other books haven't worked as well (though they've been enjoyable enough). Brokedown Palace, for example, seems like it should work out loud, but it doesn't.
The Vlad Taltos Series
The Khaavren Romances