I'm a big fan of David Weber's "Honor Harrington" novels. I've read all eleven novels he's written so far, as well as his four anthologies of short stories set in Honor's universe. If anyone's interested in reading these tomes, I'll list all of Mr. Weber's "Honor" books below so you'll know what to ask for at your local bookstore:

Here is the complete list to date of "Honor Harrington" titles:

On Basilisk Station
The Honor of the Queen
The Short Victorious War
Field of Dishonor
Flag in Exile
Honor Among Enemies
In Enemy Hands
Echoes of Honor
Ashes of Victory
War of Honor
At All Costs

He’s also written two novels set in Honor’s world, that don’t feature her as the main character:

Crown of Slaves (with Eric Flint)
The Shadow of Saganami

In addition to the novels, Mr. Weber has also edited four books of Harrington short stories:

More Than Honor
Worlds of Honor
Changer of Worlds
The Service of the Sword

(The Harrington books are published by Baen Books.)

These last four books have short stories about Honor Harrington, or that are set in her world. Some are by Mr. Weber, others by different authors. I suggest you read the full-length novels first, because some of the short stories explain in more detail incidents that are only mentioned in passing in the novels. All of these books are still in print, and can be purchased at any major bookstore – I bought mine at Borders and B. Dalton. I highly recommend these books – they’re well-written, with thoroughly believable characters that you’ll come to love (or hate, in some cases). They also contain drama, suspense, military action, political intrigue – all the elements of a real “page-turner.” I can tell you from personal experience: You won’t want to put these down once you start reading them – they’re that good.

I may have posted this list on our site previously. If so, I beg your pardon for being redundant. But, IMHO, a series of novels this good is worth talking about repeatedly.
I bought my first Harrington books at a dealer's table at an SF convention back in 1994. When he saw me looking at the cover of the first book ("On Basilisk Station"), the dealer said, "It's Hornblower in space." That's all I needed to hear - I bought that book, and the second one ("The Honor of the Queen") right away; and I've been a Harrington fan ever since. I recommend these books to anyone interested in good military SF.
Now, what are some of your favorite military SF novels? Feel free to post.