I *love* Guy Gavriel Kay. Most of his books are stand alone, yet they all seem to be interconnected. The Fionavar Tapestry is a trilogy, and the Sarantine Mosaic is two books.

I read Fionavar first and then went on and read the rest of them in chronological order. I started with Tigana and loved it. A Song for Arbonne is also another of my favorites. Last Light of the Sun was not one of his best, but it is a stand alone.