Lynn Abbey's books in The Chronicles of Athas are the volumes 1 (The Brazen Gambit), 4 (Cinnabar Shadows) and 5 (The Rise and Fall of a Dragon King).

Because of your recommendation I went and bought those books and having read them, I can confirm, that they are indeed quite good. I skipped the volumes 2 and 3, just in case you're right about that, too.

Imagine a tween girl wrote fanfiction about characters she saw in an anime opening, then someone came along and reflavored it by having everything happen (or rather not happen, because nothing ever happens in tween girls' fanfiction) in a desert. That's what the other two volumes are like, they're basically the TSR take on Todd.

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Oh, and since this got bumped, a warning about the Inquisitor books: anyone who cares about the 40k universe as it is now probably won't like them -- those are some of the very first books, indeed, stories, in the setting. The books are about fucked-up people fucking up their lives in spectacular ways, like Shadow Pattern Memory but IN SPAAAACE! and written by a trippy Communist weirdo instead of a sword nut. This isn't to say they're generic -- they're firmly rooted in 40k, but very old 40k so the lore is now retroactively "wrong".