Just finished Latro in the Mist and Soldier of Sidon
Every Gene Wolfe book is my favorite right after I finish reading it, but the Latro books are sublime. The cast of characters is wonderful. As a hero, Latro is terribly endearing. Although he cannot remember who he is, he acts who he is.
One of my favorite moments was him trying to buy milk and a porcelain dish. Mytsereu won't let him because there are porcelain dishes and milk at home. He wants to feed the snake in the temple "because snakes like milk." The snake, of course, is Uraeus, and Latro does not remember Uraeus but he remembers to bring him milk.
Another thing I liked about these books is the way that Latro encounters the divine. There is no attempt to rationalize it. It's wild and terrifying and alien and real and familiar all at once.
Probably one of the most inventive fantasy series I've ever read. What is your favorite thing about the Latro series?