The world of the Five Gods, with it's interplay of magic an religion and "alternate Mediterranean" feel is an interesting one. One advantage of the novel format is that the author has the space to develop several interesting characters. On the other hand the protagonist is almost too powerful and lucky (luck here has a religious aspect). The outcome was never very much in doubt.
There have been several intervening novellas that I haven't read yet, but there was only one reference that I didn't get.