Vorkosigan saga by Lois McMaster Bujold (15 novels, 4 novellas)
my favourite SF-book series... well not only SF. *g*
I absolutely enjoyed the characters, the political intrigues, the humour, Barrayar... and I hope Bujold's going to write more stories set in that universe (not necessarily from Miles' PoV, but there're enough other stories left to tell, least of all from the Regency etc.).
Otherwise I can't really contribute since I don't usually read SF (except ST)... unless the SF-element just slips by next to the characterization
I'm just finishing it now; I only have Cryoburn left. Really wonderful stuff. Simon Illyan might be top-10-favorite-characters-all-time material for me.