The first book in this trilogy, Magic's Pawn, is one of the most powerful books I have ever read. I've reread it a few times over the years and it makes me cry every single time I read it. It's really emotionally moving. Mercedes Lackey has stated that her formula is simple: Make the reader love the character and then drop a mountain on the character. The first novel is deeply touching and heart-wrenching. The full trilogy is powerful as well. The second and third novels are not as powerful to me as the first, but they are still very good. The entire trilogy covers the life of the character and the sheer amount of stuff he has to go through. I can't recommend the books strongly enough.
The Last Herald-Mage Trilogy—three groundbreaking, Lambda Award-winning novels that established Mercedes Lackey as a fantasy tour-de-force and her Kingdom of Valdemar as a place millions of readers return to again and again.
There are something like 35 novels set in this world now. I own them all and have read all but 5. It is really scary just how much writing Mercedes Lackey does. I also have her Joust series, which I really like a lot too. I still have to check out her Urban Fantasy series which has a dozen more books in it.
If you are only going to do one... do this one:
Let me know if you feel the same about the book. Or if you decide to check it out.