This Immortal is terrific. And Zelazany in general. Dune and Lord of Light (https://en.m.wikipedia.org/wiki/Lord_of_Light) are a few of the only SF books I re-read on a regular basis.
To be honest I found CoLaD too much "experimentalist" for my taste (I read both when I was much younger, so it probably went over my head, while LoL I reread and enjoyed through subsequently rereadings).