The Vorkosigan Saga by Lois McMaster Bujold, starting with Shards of Honor if you want things to make the most sense from the beginning or Warrior's Apprentice if you're willing to withstand a chapter of confusion for a more action-packed place to start. (SPACE OPERA MEETS PERIOD PIECE POLITICAL COURT DRAMA)

The Baroque Cycle by Neal Stephenson, starting with Quicksilver. (um. THE HISTORY OF THE BAROQUE PERIOD AS IT PERTAINS TO A NATURAL SCIENTIST, THE KING OF THE VAGABONDS, A SPY/STOCKBROKER/EX-HAREM GIRL?)