Here's my ranking of Zelazny's novels:
First Tier:
• This Immortal (Ace, July 1966 [pb])
• The Dream Master (Ace, 1966 [pb])
• Lord of Light (Doubleday, 1967 [hc])
• Damnation Alley (Putman, 1969 [hc])
• Creatures of Light and Darkness (Doubleday, 1969 [hc])
• Isle of the Dead (Ace, 1969 [pb])
• Nine Princes in Amber (Doubleday, 1970 [hc])
• Jack of Shadows (Walker & Co., 1971 [hc])
• Doorways in the Sand (Harper & Row, Mar. 1976 [hc])
• Roadmarks (Ballantine Books/Del Rey, Oct. 1979 [hc])
• Eye of Cat (Underwood/Miller, 1982 [hc]; Timescape, 1982 [hc])
• A Night in the Lonesome October (William Morrow/Avon Books [AvoNova], Aug. 1993 [hc]) with illustrations by Gahan Wilson
• Wilderness (Forge, 1994 [hc, pb]) with Gerald Hausman (Zelazny wrote Chs. 2, 4, 6, 8, 10, 12, 14, 16, and 18 [“Glass”]; and Ch. 15)
Second Tier:
• The Guns of Avalon (Doubleday, Oct. 1972 [hc])
• Today We Choose Faces (Signet, Apr. 1973 [pb])
• Sign of the Unicorn (Doubleday, Feb. 1975 [hc])
• The Hand of Oberon (Doubleday, 1976 [hc])
• The Courts of Chaos (Doubleday, 1978 [hc])
• The Changing Land (Underwood/Miller, 1981 [hc]; Ballantine/Del Rey, Apr. 1981 [pb])
• Coils (Wallaby/Simon & Schuster, May 1982 [tpb]) with Fred Saberhagen
• Trumps of Doom (Arbor House, May 1985 [hc])
• Blood of Amber (Arbor House, Sept. 1986 [hc])
• Sign of Chaos (Arbor House, Sept. 1987 [hc])
Third Tier:
• To Die in Italbar (Doubleday, 1973 [hc])
• Bridge of Ashes (Signet, July 1976 [pb])
• Deus Irae (Doubleday, Aug. 1976 [hc]) with Philip K. Dick
• Madwand (Phantasia Press, July 1981 [hc]; Ace, Nov. 1981 [tpb])
• Knight of Shadows (William Morrow, Nov. 1989 [hc])
• The Mask of Loki (Baen, Nov. 1990 [pb]) with Thomas T. Thomas
• Prince of Chaos (William Morrow, Nov. 1991 [hc])
• Psychoshop (Topeka Bindery, June 1998 [hc]; Vintage, July 1998 [tpb]) with Alfred Bester
Minor Novels:
• The Dead Man’s Brother (Hard Case Crime, Feb. 2009 [pb]; written early 1970s)
• Changeling (Ace, June 1980 [tpb])
• A Dark Traveling (Walker & Co., Apr. 1987 [hc])
• The Black Throne (Baen, Oct. 1990 [pb]) with Fred Saberhagen
• Bring Me the Head of Prince Charming (Bantam Spectra, Dec. 1991 [hc, tpb]) with Robert Sheckley
• Flare (Baen, Sept. 1992 [pb]) with Thomas T. Thomas
• If at Faust You Don’t Succeed (Bantam Spectra, Mar. 1993 [tpb]) with Robert Sheckley
• A Farce to be Reckoned With (Bantam Spectra, Apr. 1995 [tpb]) with Robert Sheckley
• Donnerjack (Avon, Aug. 1997 [hc]) with Jane Lindskold
• Lord Demon (Avon Eos, Aug. 1999 [hc]) with Jane Lindskold
And here are my favorites among his short fiction:
Novellas:
• The Graveyard Heart (Fantastic, Mar. 1964 [novella])
• He Who Shapes (Amazing, Jan. 1965 & Feb. 1965 [novella])
• Damnation Alley (Galaxy, Oct. 1967 [novella])
• 24 Views of Mt. Fuji, by Hokusai (Asimov’s, July 1985 [novella])
• Come Back to the Killing Ground, Alice, My Love (Amazing Stories, Aug. 1992 [novella])
Novelettes:
• A Rose for Ecclesiastes (F&SF, Nov. 1963 [novelette])
• The Doors of His Face, the Lamps of His Mouth (F&SF, Mar. 1965 [novelette])
• The Furies (Amazing, June 1965 [novelette])
• For a Breath I Tarry (New Worlds, Mar. 1966 [numerous typesetting errors]; corrected version: Fantastic, Sept. 1966 [novelette])
• This Moment of the Storm (F&SF, June 1966 [novelette])
• The Keys to December (New Worlds, Aug. 1966 [novelette])
• This Mortal Mountain (If, Mar. 1967 [novelette])
• The Last Defender of Camelot (Asimov’s SF Adventure, Summer 1979 [novelette])
• Unicorn Variation (Asimov’s, Apr. 13, 1981 [novelette])
• Permafrost (Omni, Apr. 1986 [novelette])
• Kalifriki of the Thread (Hidden Turnings, Methuen Children’s Books [hc], Feb. 1989 [novelette])
• Godson (Black Thorn, White Rose, AvoNova/William Morrow [hc], Sept. 1994 [novelette])
Short Stories:
• Horseman! (Fantastic, Aug. 1962 [short story])
• The Stainless Steel Leech (Amazing, Apr. 1963 [short story]; as by Harrison Denmark)
• Devil Car (Galaxy, June 1965 [short story])
• Divine Madness (Magazine of Horror, Summer 1966 [short story])
• Comes Now the Power (Magazine of Horror, Winter 1966–’67 [short story])
• The Man Who Loved the Faioli (Galaxy, June 1967 [short story])
• Angel, Dark Angel (Galaxy, Aug. 1967 [short story])
• Auto-da-Fé (Dangerous Visions, Doubleday, Oct. 1967 [hc; short story])
• Way Up High (Donald M. Grant [hc; chapbook, with illustrations by Vaughn Bodé], Sept. 1992 [short story; written 1968])
• Dismal Light (If, May 1968 [short story])
• Come to Me Not in Winter’s White (F&SF, Oct. 1969 [short story]) with Harlan Ellison
• The Engine at Heartspring’s Center (Analog, July 1974 [short story])
• The Game of Blood and Dust (Galaxy, Apr. 1975 [short story])
• The Naked Matador (Amazing, July 1981 [short story])