"Slippery Jim" Di Griz is one of the best anti-hero characters i have ever read. I picked it up not too long ago and as soon as i read i immediately ordered the whole set! I found reading them chronologically was the best way for me, but you can find both orders on the wikipedia page and how ever you do it they are well worth a read.
You will find it very hard with any of Harry Harrision's books, but especially with the rat series to stop reading and i must admit to making my way through all twelve novels in about two weeks. They are serious at times but behind everything there is a dark humor and sarcasm that even if you don't like at the beginning you will certainly come to love.
If you ever find yourself in a position to read this, if you like sci-fi, adventure books or even just a good character then this book is definitely a great choice!

The Stainless Steel Rat series is about Slippery Jim Di Griz who is by all accounts one of the greatest con men and thieves in the galaxy, the first book starts out with him as a kid and works up to him being a successful and reasonable powerful individual. Over the series he works for both sides of the law, a lot more frequently than he might like to, and you always see a good side to the character.
Jumping from world to world and getting into all sorts of trouble, Jim always has his strong morals behind him, never killing or stealing from those who can't afford it.

Stealing from banks who are paid out by insurance, the insurance companies pay out and charge the banks more, this is spread out to the people using the banks who pay pence each. In such a law abiding universe the pence that they pay is very little compared to the excitement they get from seeing or reading about the daring crimes.

Related authors for me would be Asimov, Heinlein and "Doc" E E Smith.