Soldier of Arete, Gene Wolfe
The second book in the series, as good as the first though things become a little confusing in the end. Intentionally so, I mean when the narrator can't remember anything for more then 24 hours not everything he says is going to be coherent and since you get only his perspective things become all turned around. These books are definitely the most transportive kind of fantasy. I'm just done now and I have work to do and household chores, but I'd much rather spend my day pretending I'm traipsing through ancient Greece with heroes and gods. Alas the laundry calls and I must hearken its cry. So I will strap on my sword and bronze armour and get to it. Soldier of the Mist and Soldier of Arete are now bound and sold together as Latro in the Mist. Go get them. You won't be sorry.