I would up liking this more than I thought I would. What comes next? I hear his Amber series was pretty good.
I was in your boat, positively surprised by Lord Of Light. Started reading the Amber series, bored to death, dropped it at book 4, it just repeats itself forever
I read the first 5 books of Amber, I thought they were pretty good, a bit more like traditional high fantasy than Lord of Light. I intend to finish the last 4 books at some time.
Creatures of Light and darkness is also good.
Lord of Light is probably the best though.
You could also try PsychoShop, started by Bester, finished by Zelazny.