The Colour of Magic by Terry Pratchett

In this book Terry Pratchett parodies any number of fantasy conventions in his Discworld series. I think the funniest part, for my money, was Rincewind trying to figure out how to harness lightning. The plot isn't terribly important: Rincewind and Twoflower travel around the Discworld (so you get to see a lot of how it works) and it ends on a literal cliffhanger--they've just gone over the edge of the Disc. Definitely funny enough to keep me coming back for the next installment.