Discworld

[MK IV]

i agree they follow on, but so do the death books, except there focused on Susan sto-helit at different periods of her life (cept Mort, but thats needed to explain why she is), and of course Death and the way he becomes more 'human' , and the little things he learns.
Personaly I think the Gaurds series is really good, and the main characters well developed, especialy at the end of Night Watch, and the patricians relationship to vime's REALY starts to fit together nicely