I recently read two second parts that made me want to recommend both full sets.
The first is The Wizard Knight by Gene Wolfe. Part one is The Knight and part two is The Wizard. In this story, Wolfe takes a cliched starting point - a boy is taken into a fantasy world and becomes a hero - and makes something amazing out of it. The story captures a lot of the magic that fantasy stories had when I was young but also deals with adult issues. It's also a very good adventure story in it's own right. As people who've read other books of his might expect, there is also a huge amount of detail and complexity that I suspect I'll have to read both books two or three more times to unravel, not to mention odd plotlines and hints of other stuff that is never explicitly dealt with.
The second is a pair of books by Nick Sagan (I'm hoping and expecting that there will be more). The first is called Idlewild and the second Edenborn. They have a very odd setup and I don't want to say too much because the discovery of the real situation in the first book drives a lot of the plot. However, suffice it to say that a small group of very smart but otherwise basically normal teenagers are required to save the world. The second novel is set some time after the first and revisits them in a quite different situation. Both novels are really psychological thrillers, in which the interactions of the variously screwed up characters are the meat of the stories. Good.