I have to say that the Jewels of Gwalhur was my favorite story. The double intrigue, the ferocious 'grey apes', and the lost city in the jungle always got me going.
AWitch Shall/ Will Be Born was another again the giant demon, evil and hot and totally debauched twin sister (does she have a MySpace page?), the scheming Kozaki, and the psudo near-east feel of Khauran makes it seem just perfect. My only complaint about the story is that Thaug got killed by normal arrows, I thought that was anti-climatic.
I also love the Drums of Tombalku, with our nemeisis Ollam Onga, treacherous black folk, mysterious and decadent lost societies in the desert, etc.
OK, just my two cents.