Hodgell, P.C. - God Stalk
Jame somehow lands in the city of Tai-tastigon, in which there are many thieves and even more gods. She somehow ends up being apprenticed to a thief, despite being a Kencyr (apparently a race known for honor). Assorted stuff happens that I can't quite remember.
I'm not sure why, but somehow, all the elements of the book -- the underground thief society, life at the inn Jame stays at, the gods of Tai-tastigon -- just never quite coalesced for me. I can't really remember what happened or why, or which bits were the important ones. Individually, everything was really cool, and I loved the city of Tai-tastigon, the feel of myth in the background, Jame's Kencyr heritage, and the mystery of her existence. But I just couldn't put any of it together.