A book by Eric S. Nylund. Either Sci fi / fantasy or Science fiction / Jungian psychology, depending on which characters you believe are telling the truth...

The main character is a mage turned assassin who has miss-learned a spell in such a way that it rips the persona out of its target, and absorbs it, sometimes allowing these seperate personas to take control of his body.
Or thats what he thinks. The pysciatrist persona within him refuses to believe in magic, and simply claims that he is suffering from multiple personality disorder because of the guilt he has from being an assassin...

Um.. also a Grail quest, feudal societies, and a weird ass blend of magic and technology.

The most complicated and unfathomable book I have ever read. Strongly recomended to anyone and everyone.