Sweet Silver Blues - Glen Cook The Garrett series were a heck of a lot of fun. Sort of a Nero Wolfe & Archie Goodwin in the land of D&D with a bit of Magnum P.I. thrown in for good measure.
This one is the first, and probably the best, wherein we are introduced to all of the main players (esp. Garrett himself, the Deadman, and suave bar owner Morley Dotes) and Garrett must look into the disappearance of an old war buddy for his family.
Great intro to the characters and the world.