A series of seven books by Piers Anthony. I haven't read anything by him besides these, but apparently they're among his better works. Each volume deals with a particular supernatural office (or incarnation) in a well-crafted sci-fi/fantasy world. They are:
All are good, and
worth reading. I've heard that even people who, as a rule, dislike
Piers Anthony, tend to like these books. They are, in as much
objectivity as I can muster,
well-crafted,
thought-provoking fantasy. And a pretty
quick read, to boot.