I don't know what you like, but in addition to the Book of the New Sun I really enjoyed his three-volume "Soldier" series, about a mercenary in ancient Greece w

I don't know what you like, but in addition to the Book of the New Sun I really enjoyed his three-volume "Soldier" series, about a mercenary in ancient Greece who suffers from Memento-style amnesia (although this series far predates Memento). The "Wizard Knight" series (two books) I also really enjoyed if you like something with a bit more fantasy bent. Can't recommend Wolfe enough!