Some of the finest writing by Zelazny is the short stories. 24 Views of Mount Fuji by Hokusai is a short story in the collection "Frost and Fire" that I highly recommend to anyone. I really thought "A Night in the Lonesome October" is really good as well. Sadly, most of his works are out-of-print, but there is good stuff on Amazon. Madwand and Changeling were a set if I remember, great stuff. The meeting at Belken was awesome, I remember those books. I think you would probably like "Shadowland" by Peter Straub for its take on magic, if you liked Madwand.
Roger Z. aside though, I got a copy of "Bridge to Terebithia" recently, which was a kids novel when I was a kid but is now a banned book in most of the schools (cause its really depressing). Reread the Lives of the Caesars ... hmmm ... also Crabwalk, Matchstick Men, and Midnight in the Garden of Good and Evil this past summer... Jeeze, don't get me started...