The series follows him through his life and many adventures. I've been reading non-stop for a month. It makes my little gamer brain go Ping! I have a whole Amber campaign rattling around in my head set in this universe. There are two prequels about his parents that I'm going to read next. I expect they will be just as good.
I found the first book The Warrior's Apprentice at the Baen Free Library. The rest of the series is there for purchase. You can buy them individually or bundled. Many of the sequenced shorts and novellas are bundled.
If you haven't ever been to Baen, check it out. I get a lot of good books there.