I read Heroes Die back in 2002 or 2003, and last year I read it again. It's such a neat book, blending fun, dark action with thoughtful worldbuilding and character arcs. The tension between his future Earth and the fantasy land of Overworld is great, and only gets better in the second volume. The book has so much successfully crammed into it. Dystopian future, commentary on reality television, magic, a secondary fantasy world, forces arrayed against Caine to either side that might as well be gods, fantastic and frightening villains, pulse-raising cinematic action scenes, even a bit of romance, and a satisfying conclusion that leads indirectly into the second novel in the sequence, which in my opinion is even better than the first.

I'll be interested to see your take on the third and fourth novels, if you get there. Stover doesn't rest on his laurels, and never tries to tell a story in the same way twice. The results are ... different, and sometimes confusing. But I own all four, have read the first three twice, and will be there on release date if he writes any more.