Breaking down the "Dying Earth" books for you, in case you can't find the collection:
The Dying Earth - a collection of short stories
The Eyes of the Overworld - first novel with Cugel the Clever
Cugel's Saga - second novel with Cugel the Clever
Rhialto the Marvellous - novel about a group of bickering wizards
I also have seen an oversized, illustrated book called Moreillion, which is an except from Rhialto the Marvellous.
I can see why some people didn't like the Cugel books - Cugel the Clever is a despictable individual: opportunistic, lazy, and interested only in his own well-being. Some people I know refuse to watch "Seinfeld" because they just can't stand the character of George Costanza; he's also a pretty despicable character, but that's what makes him such a great character! I feel the same way about Cugel.
By the way, you can pretty much read any of the four books above in any order, as even the two Cugel novels are relatively standalone.
The "Lyonesse" books are a different series, but also highly recommended. They take place in Earth's past (as opposed to millions of years in the future, as the "Dying Earth" books do), around the time of King Arthur or so. Those books are:
Lyonesse: Suldrun's Garden
Lyonesse: The Green Pearl
Madouc
These, however, are very much a trilogy and should be read in order.
Johnathan