I just finished Monstrous Regiment this morning, actually. It was good, but a little uneven to me. I didn't like it as much as, say, Night Watch, although that's probably because I'm a huge Vimes fan.
Also finished today was Tong Lashing, the third book by Peter David about Sir Apropos of Nothing. I'm kind of losing my interest in these books. The first one, logically titled Sir Apropos of Nothing, I found to be a great book. The main character is a cynical bitter antihero who has terrible luck. Or really good luck, I suppose, depending on your viewpoint. The series has gone downhill, though, and the Anthony Curse of Puns(tm) is starting to take hold.
Not technically in October, but last week I read Paladin of Souls and Dragon Venom, both of which I had been eagerly awaiting for about a year now. Paladin of Souls is by Lois McMaster Bujold, and is the sequel to The Curse of Chalion. While I don't think it's as strong as the first book, Paladin is still a good read, and has some truly fascinating bits in it. Dragon Venom completes Lawrence Watt-Evans's Obsidian Chronicles trilogy, and is possibly the best book in it. He wraps up the ending well, and if you read the previous books, Dragon Weather and Dragon Society, make sure to grab this one.
Partway through Digital Knight, by Ryk E. Spoor, better known to members of rec.arts.sf.written and rec.games.frp.dnd as Sea Wasp. He might even post on the ENWorld boards, I'm not sure. This is a good book, somewhat in the vein of the Harry Dresden books I and others have praised before, but with a mundane (albeit technologically gifted) as the detective. It's in paperback, and definitely worth the price. I'll have this finished by tonight, as it's keeping my attention well.
Partway through Dykstra's War, by Jeffery D. Kooistra. It hooked me in the first chapter when I glanced through at the bookstore, as the protagonist of the title solves a 4-D physics problem by visualizing it in his head. He's the Einstein of the 21st century, and Earth has discovered aliens. As this is an sf novel in the old style, it's time to make war. Looks good so far.
On deck: Sawyer's Hybrids, Connie Willis's Doomsday Book, and Greg Keyes's new Star Wars book.
This reminds me to plug, again, The Briar King by Keyes. If you like epic fantasy, you need to read this book. The linguistic and historical elements that Keyes writes into his plot are incredible. The second book should be out around the New Year or so. It's one of the best books I've read all year.