I loved the Incarnations of Immortality series by Piers Morgan. I loved that he integrated it way more than I think he thought he was going to, and it worked so well. The Death and Satan books were my favorite by far.
The Mists of Avalon by Marion Zimmer Bradley is my all time favorite book. It's the story of King Arthur and Morgaine (Morgan Le Fae) but told from Morgaine's perspective. A wonderful twist on an age old tale of lore and legend. I have yet to read any of the sequels. I first read this book when I was fifteen and I now finally have it for my own and only recently discovered that there are a total of four books to the series.