Just finished a very amusing short story by William Morrison called
Divinity. It's not really part of a series though. MY favorite all time series are The "Hammer's Slammers" stories by David Drake and The Mercenary series by Jerry Pournelle, almost every series Mercedes Lackey has written and even John Ringo's over the top "Vorpal Blade" and "Kildar" series. Basically the stable of authors being handled by Baen publishers put out the best stuff I've read. You can get some full length samples at
Baen Ebooks - Free Library. Enjoy.