The Incarnations of Immortality: On A Pale Horse (1983), Bearing and Hourglass (1984), With a Tangled Skein (1985), Wielding a Red Sword (1986), Being a Green Mother (1987), For Love of Evil (1988), And Eternity (1990)
Xanth: The series starts with A Spell for Chameleon (1977) I won't even try to list the rest.
Piers Anthony, who has been more than proliferate in his writing, authored the Incarnations of Immortality and Xanth series. Incarnations starts with one of my favorite books, On A Pale Horse, which is about the persona behind Death. The rest of the series has it's ups and downs, but it is worth reading at least once. The Xanth books start out well, they're funny, and I enjoyed the puns.
My general advice on Piers Anthony books is that the first couple books in a series are typically good, after that it's a toss-up.