Mistborn is a trilogy by Brandon Sanderson, and I really enjoyed it. There are several compelling protagonists in each book, plenty of philosophical questions, and an interesting world.
The setting is a broken world. Ash rains from the sky, mists shroud the world at night, and a tyrant of a thousand years subjugates some people and controls others. Throw in a group of rebels who can burn metals to use magical powers, and we have our premise!