Another Fine Myth takes your basic sword and sorcery idea... and mocks it quite well. This is one of those series you read when you need a laugh. There is nothing to be taken seriously here. 

Skeeve is a magician's apprentice, but when his mentor is assasinated, he is taken on as apprentice by a Pervect named Aahz. Trouble is, Aahz has lost his powers. However, since Skeeve's mentor was an old friend of Aahz's, they head out to avenge him.

Along the way, Skeeve learns just a bit about other dimensions. He finds out that deals with devils... excuse me, Deveels, are just as dangerous as they are reputed to be, even if they do result in his acquiring a young dragon.

Watch out for references to other fiction, and occasionally even the real world, throughout this series. 

These books are also quite short, so you may want to take advantage and buy them in volumes, which are now available.