I don't really do favorites and I rarely do series, as I usually find genre fiction to be to constrained by stylistic boundaries. OK, I get it, you're a hard boiled reporter/detective/private eye, but you have this cute little quirk that gets in the way of everything. Or, alternately, an entire series is built around the premise that if a lot of time is spent on the mundane aspects of a crime scene investigation or FBI profiling, they will become as fascinating to the public at large as they are to the people in those occupations.
I do make exceptions for Sci-Fi, though, so I'd recommend Peter F. Hamilton, if you're not intimidated by big, big books. Most of his novels are around 800-1000 pages, but there's no filler. He does everything-and-the-kitchen-sink sci-fi (sorry, syfy), and it is occasionally annoying to see ELVES IN SPACE, but I love what I've read of his anywho. He did a 2-book series with Pandora's Star and Judas Unchained that was absolutely riveting. It's got espionage, space exploration, an alien race that wants to wipe out all of humanity, hippies, porn stars (which are, curiously, the same thing as soap opera actors in this universe), weapons and email/phone built into people's brains, terrorism, a strange religious cult, an A.I. collective that people upload their consciousness into before dying and compelling, well sussed out characters. Last year he published the 3rd book in his Void trilogy, which takes place in the same universe but thousands of years into the future and has two connected stories going on at the same time, one of which can basically be described as The Matrix in the Middle Ages. If you're willing to put some time into Hamilton's works, the payoff is tremendous.