While very much science fiction, Cordelia's Honor also has a strong and compelling romantic thread between two fantastic protagonists. I utterly loved this book (which is actually an omnibus that contains two novels - Shards of Honor and Barrayar) and can't wait to read the rest of the series.
If you'd like to read a detailed review, there's a wonderful one over at Dear Author.
The question of course is whether I glom the series in one big bite, or whether I spread out the books so they last. What would you do?