The Vlad Taltos books tell the story of a human assassin in a magic, Zelazny-esque world where animal-like, near-immortal faerie folk are the dominant political and economic force. Humans (called "Easterners") live in ghettos and are used as peasants, cannon fodder, and punching-bags. Vlad starts out in the first novel, Jhereg, as a kitchen-boy who finds better employment as an enforcer for an organized crime syndicate, loving the work because it lets him beat up Dragaerans.
As the series progresses (it's up to book 10 now), Vlad rises to become a crime-boss, then a force in the empire, then an exile. Brust uses this rise and fall to show us his extraordinary grasp of the subtleties of the economics and social factors underpinning feudal states, stripping away the whitewash that lurks behind the Shire, Arthur and his knights, and every other narrative of noble kings and willing peasants.
With Dzur, we have something of a return to the classic Vlad Taltos book -- Vlad, lately returned from exile, is wanted by the entire Jhereg (the crime syndicate) and must execute a plan to save himself and his ex-wife from its grasp, but without the benefit of his old gang and influence. Vlad's approach to this is cunning, surprising, and buckles a crapload of swash.
Brust's books are so charming and witty, it's impossible not to love them. The snappy dialog is worthy of Chandler, while the framing devices (in Dzur, every chapter begins with a steamy, pornographic description of another course in a legendary meal) are an exuberant celebration of the depth of Brust's imaginary world.
Dzur shows you what heroic fantasy can be, when it is original and clever. Instead of the denatured extruded fantasy product that you normally find in ten-book series of fat, meandering novels, Dzur manages to stay fresh and snappy and terribly likable, even after all these volumes.