Humorous Fantasy

Piers Anthony's Xanth series liked to incorporate puns and jokes into his fantasy.
Robert Asprin's Myth series was about the misadventures of a young wizard and the dimension-hopping demon he befriends.
Terry Pratchett's Disc World is one of the funniest, cleverest series I've ever read.

Humorous Fantasy

cover for A Spell for Chameleon
A Spell for Chameleon
cover for Another Fine Myth
Another Fine Myth
cover for Guards! Guards!
Guards! Guards!

Modern Fantasy

cover for Sharp Teeth
Sharp Teeth
cover for Trader
Trader
cover for A Dirty Job
A Dirty Job
cover for Good Omens
Good Omens

Modern Fantasy

Toby Barlow's Sharp Teeth is a clever take on werewolves.
Trader by Charles de Lint is the fourth in his Newford series, about folk magic in the city.
Christopher Moore's A Dirty Job is one of his many funny tales of freaky magic in the modern day.
Good Omens by Terry Pratchett & Neil Gaiman is an amusing take on the Apocalypse.

Alternate Worlds

cover for West of Eden
West of Eden
cover for Seventh Son
Seventh Son
cover for On A Pale Horse
On A Pale Horse
cover for The Yiddish Policemen's Union
The Yiddish Policemen's Union

Bug Wars

cover for Starship Troopers
Starship Troopers
cover for The Forever War
The Forever War
cover for Armor
Armor
cover for Old Man's War
Old Man's War

Alternate Worlds

West of Eden is the first of Harry Harrison's cool Eden series about evolved dinosaurs at war with primitive man.
Seventh Son is the first of Orson Scott Card's Alvin Maker series, about a magical American Frontier.
Piers Anthony's On a Pale Horse is the first of his Incarnations of Immortality series.
Michael Chabon's The Yiddish Policemen's Union is a clever whodunit about a Jewish state in Alaska.

Bug Wars

Starship Troopers is Robert Heinlein's classic story of future warfare in space.
Joe Haldeman's The Forever War is also a classic about the burdens of future soldiers.
John Steakley's Armor is about the intertwining stories of two men.
Old Man's War is the first in John Scalzi's series about rejuvenated seniors at war.