Frank Herbert: The Dune Saga

Main Characters: Duke Leto Atreides, head of House Atreides; Lady Jessica, concubine of the Duke, mother of Paul and Alia; Paul Atreides, the Duke's only surviving son; Alia Atreides, Paul's younger sister; many, many others
Setting: Mainly the planet Arrakis
Bold type indicates a book I've read.

Dune (1965)
Dune Messiah (1970)
Children of Dune (1976)
God Emperor of Dune (1981)
Heretics of Dune (1984)
Chapterhouse: Dune (1985)