The Lies of Locke Lamora (Gentlemen Bastards #1) by Scott Lynch
Locke Lamora, as you may guess from the title, is a liar. He's very good at it, as a matter of fact, and he uses his skill at lying to separate rich fools from their money.
His little band of thieves, the Gentlemen Bastards, steals for the funsies. They don't know what to do with all the money they've amassed. They can't spend it, because Capa Barsavi, the mafioso-like head of the thieves' underworld, thinks they're just a little outfit set up in a fake temple. And, aside from that, stealing from the nobility is against the thieves' code.
A man styling himself the Grey King comes into Camorr, and he starts killing thieves. Locke finds himself entangled in the Grey King's plotting, much to his dismay.
Locke gets in way over his head, thanks to his own hubris. Very Greek, really.
Lynch's skill here is making Locke, someone you really wouldn't want to meet in person, unless you're joining his merry band, a protagonist the reader can root for. Locke is clever and witty, and his oversized personality sucks the reader in.
Lynch also manages to make not-strictly-linear storytelling work. The background of Locke's childhood, and why the Thiefmaker sold him to Father Chains, what his big sin was, is revealed at a pace that works to further the main plot. One section of plot is told in almost reverse chronological order, something like M-W-L-X-K-Y-J-Z-H-I. It seems overly complicated when I type it out like that, but it isn't at all in the book. And it's absolutely the right decision for the story.
If you enjoyed Steven Brust's Vlad Taltos books, you will probably enjoy this. I haven't yet read the next two installments (have you seen my to-read pile?), but I intend to.