Jack Vance! The Demon Princes quintology (or is that pentology?) are some of my favourites. Great florid prose and macabre problems with elegant solutions. Follows the escapades of Kirth Girsen, trained as an assassin by his grandfather, to get revenge on the 5 pirate princes that raided and enslaved their home.
As to other stuff mentioned on this thread, I'm glad Vorkosigan gets alot of interest. The later books are better than the earlier ones (I find The Warriors Apprentice far fetched and I cannot suspend disbelief), but its all good stonking stuff.
Also mentioned is Peter F Hamilton Night's Dawn Trilogy. You should also check out Fallen Dragon (very Heinleinesque military adventure) and Pandora's Star (I think a little inspired by The Mote in God's Eye). His earlier Greg Mandel novels are worth a look too (they're set mid-21st century and feature psionics and some well paced action).
Alistair Reynolds (Revelation Space, Redemption Ark, Absolution Gap, Chasm City) is great. Good aliens, convincing post-humans, hyper-pigs, and a lovely noir atmosphere.
Kim Stanley Robinson's Mars trilogy is the definitive account of an alien planet and the steps required to survive on it. Also some clever political and economic speculation.
Have to mention Richard Morgan who I've just discovered. Altered Carbon is a great future detective noir with some incredibly brutal ultraviolence and an intersting conceit: FTL travel is possible by digitising yourself and 'needlecasting' into a new 'sleeve' (body) on a different world. Your personality is stored in a tiny 'stack' and as long as this is intact you can be re-sleeved over and over. The protagonist is a super-warrior/diplomat (by mental training) whose main weapon seems to be body language. The loose sequel Broken Angels could almost be a Traveller novel, as a black ops artefact hunt on a mercenary saturated war-torn planet find a relic of the 'Martians'(read Ancients: they look almost identical to Droyne, winged reptiles; first discovered on Mars, hence the name). It also features some of the most brutal and ruthless 'executive actions' I have ever read.
quote:
"You aren't developing moral qualms are you Kovacs?"
"Don't be absurd, Hand. I'm a soldier."