Harry Turtledove - *Not sci-fi really, but good reads in anycase*
World at War series (WWII but with dragons, magic, etc).
Guns of The South.
Atlantis (think there are a few to this one can't remember).
Dan Abnett -
Gaunt's Ghosts; 12 books long now that he released Blood Pact, but the previous 11 are in 3 omnibus/trilogy books which make for cheap buying and easier collecting.
Eisenhorn and Ravenor Omnibus's are also great reads (Currently half-way through Ravenor); Ravenor is a continuation of Eisenhonr basically.
William King -
Gotrek and Felix Omnibus's - 3 omnibus's for a total of like 10 books; although the last couple are written by Nathan Long. Essentially a stark, dark, scary, and comedic accounting of a Slayer Dwarf and a Human Bard (more warrior, but it works). Also just dumps you straight into it without any precursor as to what's going on. *I know it's fantasy but it's really good stuff!*
Space Wolves Omnibus's - 2 omnibus's total for 6 books until more are released on the side. Follows Ragnar Blackmane, a space marine through trials and tribulations. Very visceral and gritty stuff.
Orson Scott Card -
Ender's Game - I've read all of this storyline as far as I know which is something like 8 books.
Ender's Shadow - The side story for one of the characters Bean, I've got all of these up to Shadow of The Giant, not sure if he's released anymore.
Fiona Patton - *Again not sci-fi but great reads*
Granite Shield, Golden Sword, Stone Prince, Painter Knight. All taken place in medieval England and Wales but with a slight metaphysical spice to it all. They all take place during different periods of time, but are really good reads; I've read all of them at least 5 or 6 times each if not more.