So, I thought I would break it up, expand and update the original post into bite-sized pieces.
Terry Pratchett-- I've mentioned him before. He is co-author of Neil Gaiman's Good Omens. Also creator of a fantasy land called Discworld. As far as that goes, read anything that has to do with the city of Ankh-Morpork. In that case, Pratchett has so developed the history of the city, he managed his own time travel novel around it (no blue box required).
The thing with Pratchett is that his books are absurd. It's all weird, and the world he works with ... well, let's say that his city of Ankh-Morpork has a very high suicide rate. If you insult a troll, an assassin, a dwarf, you've committed suicide.
And yet, at the end of the day, many of them end up ... profound.
There are the two political comedies of Ankh-Morpork: Going Postal and Making Money. The Tyrant of Ankh-Morpork, Lord Vetinari, isn't some sort of fascist dictator. In face, any time he shows his power, he's not doing his job. Vetinari prefers to act through others, and his use of force is more implied than seen. And, at the end of the day, not only is Vetinari the most interesting character in possibly all of Discworld, he makes Machiavelli look like a piker.
In Going Postal, the main character is one Moist von Lipwig, a conman sentenced to death. His sentence is commuted, after a fashion, and he is put in charge of the defunct post office, a public utility so poorly run, letters haven't left the General Post Office building in years. In Making Money, he's put in charge of the treasury. Hilarity ensues. They are sideways political-comedy-thrillers (yes, that's a mouthful, and no, I don't have a better way to put it).
One of the other series of Pratchett is his Commander Vimes novels. They are fantasy novels with a heavy mystery element to them. By the end of each book, the rules and absurdities examined add up to a proper solution, with their own, strange, internal logic. One book even focuses on the old adage that Guns don't kill people, people kill people .... not on Discworld.
One major other series revolves around Death.
Yes, Death himself. While he is, in fact, just a "little death" (it is one part French joke, and one part accurate -- his boss is Azrael, the Death of everything), he likes people. He owns cats. He sees the human world, and tries to mimic it, even though he doesn't grasp some things, like color, or that, no, the house isn't supposed to be bigger on the inside.
At one point, Death even gets himself an apprentice named Mort.
And then Death became Santa Clause for an evening ... Santa was kidnapped, and Death has to take over so he can save the holiday. While Death takes over, it is up to his "granddaughter" Susan to thwart the vile assassin known as Teatime ("Te-a-tam-eh," he insists.).
There are also the cultural novels of Ankh-Morpork. One novel was a variation on President Teddy Roosevelt calling up Yale and Harvard, and told them to draw up a set of rules making football civilized -- only in this case, the one doing the calling is Lord Vetinari, the game is European football, and the university is the local college for Wizards. Another studies Rock and Roll -- though it is a Death novel -- and another even studies newspaper development in a city ruled by a tyrant.
All in all, it is a deep, rich culture. These novels build up into one, complete work. They are all chronological, building up Ankh-Morpork, and their city Watch, and their characters. It is a very well-crafted world, and very well written.
A bit of a warning, though. There are some books that meander. Mostly Pratchett's early works. For example, the novel The Color of Magic is one of the few cases where I would recommend seeing the movie adaptation (with Christopher Lee, Sean Astin, and Tim Curry). Also, I would avoid most books that involve witches as the main characters...
On the other hand, there's ...
His book with Michael Reeves, Interworld was a cute sendup of alternate realities in fiction. Imagine a commando team consisting of one person—only it's the same person from a hundred different realities.
The Graveyard Book is a little harder to describe. A child's family is slaughtered, and he escapes,wandering into a graveyard filled with ghosts and werewolves and witches .... who promptly adopt him as their pet human, and oh, isn't he cute?
Neil Gaiman has done some other work, a lot of it in comic books. His graphic novel 1602 was entertaining, and tossed all of the marvel universe into 17th century England. Though I must admit, everyone keeps trying to tell me that his series Sandman was epic and perfect and wonderful, and I couldn't get past volume one of the series. When I tell friends of mine about that, they tell me "Oh, it doesn't get good until volume 3 or 4."
Another of his books was called American Gods. The main character had so little actual impact on the story for the first hundred pages, my father compared it unfavorably to Jude the Obscure, since he was a total, absolute zero who impacted the plot in no way at all, and stuff only just happened to him.
Another friend of mine started telling me that the hero being a zero was the point of the novel ....
Uh huh. Sorry, I want my characters to have, oh, character.
I'll stick with Terry Prachett, thanks.