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!
One of the initial problems that I had with the book was that it loaded on the worldbuilding very quickly. In some books, things are fairly similar to the world we live in, and even then there's a detailed (but interesting) description of what makes the world special. In Mistborn, the reader is dropped in to the middle of everything. As such, I felt lost for the first few chapters since I didn't know what parts of the world were broken and what was just a fluke (was the ash just falling from the sky that day? What does it mean to burn a metal?), and I felt overwhelmed when I was learning about the magic (Sanderson talks about all of the magic in a short period of time).
However, after the first few chapters, everything is fairly smooth. There is still more world building (special powers, special metals, different types of magic users and magic, why that magic comes, new cataclysms, new societies), but it is paced well since most of the characters are learning about these things over time as well.
What makes the book, though, is not the world, but the characters. Each of the characters is passionate, but they're all passionate in different ways. Several characters want to liberate the proletariat in a bloody revolution that kills as many bourgeoisie as possible, but several people want a peaceful revolution. One character champions trust, whereas another is an untrusting recluse. One character is prone to philosophical musings, and another is a religious scholar.
Let me focus in on the religion for a moment. The tyrant has quashed most of the world's religions, but their memories live on, and throughout the series, we learn about some new ones. Part of this revolves around the characters -- some are religious adherents, and some have a crisis of faith. This allows the books to explore questions of faith, of logic, and of why bad things happen to good people. Underlying all of that is a set of prophecies that led the tyrant to take power in the first place. Rather than presenting them as a fixed text, the books show many different perspectives on them and how they change over time and depending on who is reading them, providing a nice view of the subjectivity involved with many belief systems. It also made the religious mythology described in the novels more compelling. When I read Genesis, it feels very static and terse. The Mistborn series, on the other hand, is an engaging and dynamic account of why the world is how it is in the book's universe.
The book's philosopher also asks a question about epistemology and ethics. He says, "God is the creator of all things, right? He is the force that dictates the laws of the universe, and is therefore the ultimate source of ethics. He is absolute morality." He then goes on to ask if the tyrant, a god for most intents and purposes, could do evil (since he's a tyrant) or not (since he's the ultimate source of ethics). This is a question that I often wonder about progressive religious people. Many of them will overlook certain parts of the Bible (or other religious text) because it conflicts with their notion of morality (eg, condoning slavery or not supporting the rights of women). However, if that religious text is supposed to be the word of God, then what basis would a mere human have of disputing its ethics? If it isn't the word of God, then what basis would that person have identifying with that religion?
The second and third books also contain contrasting descriptions of an individual becoming a leader. One person becomes a leader by studying, practicing, and putting themselves into situations where they have to be a leader. Another becomes a leader through force of will and desperation. In both cases, leadership is more about accepting responsibility and trust and having confidence in one's own decisions than it is about any particular title.
Underlying these discussions of leadership is a question of human autonomy. Some of the magic users in the book can use magic to manipulate people's emotions. One magic user asks, "is it really that much more 'powerful' than having a charismatic personality or a fine set of teeth?" We, as humans, like to regard ourselves as rational and think of external influences (eg, chemical substances that affect our emotions) as having a small effect, but pretty much every piece of social scientific research shows just how false that assumption is. Some big determiners of success and charisma are how tall you are and how deep your voice is. In addition, some people know just the right words to say to get what they want. That is incompatible with the notion of humans being purely rational. What does it mean, then, to manipulate someone?
In addition to discussing autonomy in interpersonal situations, the book goes in to autonomy for a given individual. Every individual has multiple aspects to their personality -- which one is the "real" person? We often talk as if procrastination is a degenerate state of being and the real person is the rational, goal oriented one. We also often talk as if our public face is less real than our private one and like our "practical" and "moral" selves are different. I think that this notion of a divided self is harmful because it allows a person to gain psychological distance from their self, and psychological distancing lets people do unethical things. Throughout the three books, many of the characters go through some crisis of selves.
The series also has an interesting discussion of politics, a few nice coming of age stories, and a few nice love stories. Overall, if you found some of the questions I raised interesting or if you just want a well written fantasy novel, check it out!