Only five, huh?
1) Nine Princes in Amber, by Roger Zelazny (sci-fi/fantasy, perhaps; would it be cheating to list the Amber anthology as one book?)
2) The Eternal Champion, Michael Moorcock (John Daker was always the most interesting of Moorcock's characters to me, even moreso than Elric)
3) Black Sun Rising, by C.S. Friedman (again, sort of sci-fi/fantasy, but featuring one of the greatest characters in fiction ever, IMO, Gerald Tarrant)
4) Saga of Old City, E. Gary Gygax
5) The Crystal Shard, R.A. Salvatore (his best work, IMO, and a great book)