The Night Angel series by Brent Weeks (Look for the white colored books with a guy who looks suspiciously like Altair but dressed in black on the cover)
A dark fantasy world with a twisted web of politics is the perfect place for a wetboy (basically a magic assassin, the main difference between them and assassins is that wetboys don't fail) to operate. When Azoth, a street urchin barely staying alive, ends up stumbling across Durzo Blint, the top wetboy in the land, he ends up forced to either become a wetboy himself or die on the streets.
This is only about the first tenth or so of the first book's story, but the rest starts to get spoileriffic. What you can expect from the series is fluid action (the author has this writing style where things just seem to unfold out perfectly), intrigue (you'll be half reading, half trying to figure out who you can trust), suspense (practically anyone can die, though deaths are handled rather well), laughs scattered around in the very dark world, and a world of magic that seems so familiar yet somehow fresh at the same time.
Alternatively, if you're up for tracking down a whole series, you can't go wrong with the Death Gate Cycle by Margaret Weis.
Imagine if someone went through and set up the classic 4 elemental worlds (with a few twists to how they work, especially the one of fire), then filled each one with a different set of the Tolkien 3 (elves, dwarves, and humans, varying with world, for example, one set of elves are the nature loving, go with the flow type, while another world has them act as the empire, just like how dwarves on one world are weapon obsessed tunnel dwellers while another world has them be the technology proficient calm race), and then had each one facing a different threat. Our "hero" is Haplo, one of two races of demigods who caused the world to become like this. His race lost the ancient war that resulted in the Sundering and was locked away in a prison world known as the Labyrinth that ended up going out of control and playing executioner instead of warden. For the first four books, he, as one of the first of his race to emerge from their prison, is tasked with collecting information on the four worlds, as well as trying to find out what happened to the other race and why the worlds are in such chaos now. The final three books are rather interesting and, without spoiling anything, are about solving what went wrong long ago.
It truly is one of the more interesting series I've read, and I love how each book has its own appendix as well as footnotes which help cut down on the amount of exposition needed to give life to the many worlds, magics, etc. encountered. Be warned that tracking down all of the books (especially in hard cover format), is a bit of a pain though, which only serves to exaggerate how books 4-6 end with cliffhangers (yes the first three leave plot threads open, but it feels rather closed off at the end as Haplo makes his reports to his Lord before setting out on his next voyage). Part of the fun is exploring the worlds and the various stealth jokes made about the stereotypes of the Tolkien races, another fun part is how the Patryns and Sartans (the demigods) are portrayed throughout the books, and of course most of it shall be had with Zifnab, the crazy wizard, and his dragon.
