R.A. Slavatore's Legend of Drizzt series. I'm addicted to the series/saga of Drizzt. I also like the cleric quintet, and other d&d novels. I think I've got 50+, and plan on getting the Sundering series. If there's one character besides the colorful cast of the drizzt series(drizzt, jarlaxle, gromph, cattie brie, regis, bruenor battlehamer, pwent, etc.) It would be Farideh, and some of the main characters from Erin M. Evans' 'Brimstone Angles'.
For those that don't know, Drizzt is a drow, an evil race of dark-skinned elves that lives deep below the world of the forgotten realms in a matriarchal (theocratic) society in worship of the evil spider goddess lolth. However, drizzt early on in the series struggles within himself as he comes to realize what it means to be a drow and has chosen to flee and live on the surface instead among his kin. Each trilogy in drizzt's saga has some form of fighting racism, is it possible for there to be other good drow? Should the dwarves negotiate peace with a newly forged kingdom of orcs? However, a collection of short-stories that take place in the saga of drizzt and his friends really shines through with it. At its heart, the series it is filled with self contemplation, and descriptions of martial prowess that I would imagine the choreography of a fight scene in a script might read.
Brimstone Angels also deals with cultural stereotypes within the world of D&D. The main character (and her sister) are tieflings. Humanoids with a fiendish(devilish in 4e) ancestry and are subject to much superstition. However, where Drizzt deals with stark contrasts, or trying to sort through the gray areas and what is right, this series is more a story of human failings and family, even if no one of the main family (Farideh, her sister, and their father) are not. What Evans' rights for the girls personality are believable. Neither of them are brainless, self-centered, boy-obsessed females, sure one might be a little vain, but to be fair she is pretty good with a polearm(halbred I think), good enough to get away with trying to pick a name for her weapon. But to the story, without spoilers as best I'm able, Faridah's sister summons a half-fiend from the nine hells and while she steps out Faridah gets tricked into a pact(destroying their home in the process). She and her family then leave town and travel as bounty hunters. However, the pursuit of one bounty leads them to the city of Neverwinter, a city destroyed in a volcanic eruption now being rebuilt, and is being fought over by various evil interests including rivaling devil cults. To add another layer of complexity, there are factions within the nine hells stirring trying to achieve various goals and undermine each other. Instead of collapsing under its own grand designs and machinations, Evans' does a pretty good job of keeping interest and drama high without seeming like a tv drama that's gone on too long...at least for those that are familiar with the Forgotten Realms of D&D and how things work both within the setting, the novels in general, and the source materials for D&D.
Regrettably, I do not have all those novels, and some of those are so old that they were inflated with european stories for one source, and another is likely to be censored, and I am unsure if some stories by lovecraft were ghostwritten by someone else or if the bookstore franchise had some reason to keep some stories out of a 'complete fiction' of his work that were in some other books that were collections of his stories.