You're so fast. I'm not even halfway through book 3 right now. I won't post any spoilers in case someone else looks at this but I wasn't a big fan of the turn in the stories direction after the second book. But I can't wait to see how the story turns out.
I think a good role play could be created in the setting of the first book. An oppressive empire ruled with an iron fist, frightening inquisitors with their spike filled eyes, elite nobles with deep political machinations, rebellious and submissive slaves, and groups of thieves in the night. So much potential.