Both of my favourites have already been covered, the Dark Tower and The Steel Remains.
I also like
"In a distant and second-hand set of dimensions, on an astral plane that was never meant to fly..." - from The Colour of Magic.
"As always, before the warmind and I shoot each other, I try to make small talk." - from The Quantum Thief.
"Contrary to whatever stories and songs there may be about the subject, there are only a handful of respectable things a man can do after he picks up a sword" - from Tome of the Undergates
"It is said, in Imardin, that the wind has a soul, and that it wails through the narrow city streets because it is grieved by what it finds there." - from The Magician's Guild