They've been said before, but I'll say 'em again: Name of the Wind, Wise Man's Fear, and The Way of Kings.
I'm not sure why so many people are turned off by Kvothe at the end of Wise Man's Fear, saying that he's got no weaknesses, but I look at that as the point. In his youth Kvothe was a skilled fighter, a master sympathist, a peerless musician, and a competent surgeon, and was rightly famous for his exploits. Now he's a shadow of his former self, he's lost his skill(or inclination) for sympathy and music, and he's responsible for starting a war. And, despite his best efforts, Denna is nowhere to be found, so he obviously failed in his courtship of her. It's the reveal of how a legend such as himself could have fallen so far, and why he is simply waiting to die.