I’m reading the 3rd Setne Inhetep book now. Setne is not your typical fantasy protagonist and the stories don’t move as fast as your more sword-heavy yarns, but I still think the writing is Gary’s best. Another plus for the DJ books is that they are each set in different locations with very different flavors. The adventure set in India is definitely not your standard fantasy fare.
I did not get into these books the first time around. They were originally marketed as more standard sword & sorcerery adventures, and that's what I was looking for. Re-reading them years later, with different expectations, I thought they were excellent.
I have only read "The Samarkand Solution" so far in this set of books, but I agree with Scott in that EGG's fiction writing skill shows a lot of improvement when compared to the earlier Gord books. I admired EGG for trying to "break out" of the typical S&S genre by coming up with something new... I'm not sure what to call it... investigative Oriental fantasy noir?