The series follows the life and adventures of Vlad Taltos, a human living in an empire made up of Dragaerans, a tall, long-lived race that generally has contempt for "Easterners" or humans (of course, the Dragaerans call themselves "human"). As an outsider whose father tried desperately to make the family insiders, Vlad has taken a fringe position in society, becoming an assassin and crime boss--both of which he's done pretty well. This is fast-paced fantasy in the mold of Roger Zelazny, with a somewhat similar feel and fluid, articulate writing style (no surprise, since Brust has frequently cited Zelazny as an influence). 
 The adventurous plots tend to involve a job or challenge that gradually becomes more complicated as its details are illuminated. The plotting style and the main-character's hard-boiled, wise-cracking attitude remind one of a detective novel meeting a D&D module. Brust, however, brings to bear a keen intelligence in his writing, elevating his work above much of contemporary commercial fantasy. 
 Jhereg was Brust's first novel and though it's a good first novel, he really seems to hit his stride around the third volume of the series, Teckla, which is the last section of this collection. Throughout the first two novels, Brust interspersed keen, deft character development with action. In Teckla, the balance has shifted. There's still action, but the plot as a whole is driven less by external challenges to overcome and more by the inner drives of the different characters. Vlad's marriage to a former assassin (who once killed him--thank goodness for magic!) is fraying quickly and it's his love for her and his desire to fix their marriage that ultimately drives the plot as much as the scheming of a rival crime boss, a group of revolutionaries, and the Imperial forces of law and order. Vlad is increasingly forced to confront his own identity as it's constructed through his profession, his status as an outsider in this society, and his familial and personal relationships. The result is a work that's rather deeper and more nuanced than the earlier volumes. If memory serves, I believe he continues to develop this through the rest of the series. 
 That said, each of these novels is essentially self-contained. This is not a series of cliff-hangers leading from one novel to the next--by the end of each, we've reached a resting point. There's an over-arching story, but each one can be read and enjoyed on its own, and the order of them isn't necessarily that important (in fact, chronologically the second novel occurs before the first one, and some of the later ones happen out of sequence as well). 
 If you enjoy fast-paced fantasy with something more to offer than just a good read, check out Steven Brust, for whom the Vlad Taltos series and The Book of Jhereg (or Jhereg itself if you happen upon it at a used bookstore) is a good place to start.