His Dark Materials by Philip Pullman

The main character in His Dark Materials is Lyra, who lives at Jordan College with her daemon Pantalaimon. As Lyra and Pantalaimon are exploring the college one evening they overhear a conversation that introduces them to "Dust" and the possibility of other worlds; soon after, children begin disappearing all over the country, and when Lyra's friend is taken she sets off on a mission to rescue him.

I think the series was primarily targeted towards children and young adults, but you could easily enjoy this as an adult as well. The books deal with some pretty complex themes that I think older ones might be able to appreciate a bit more, but will definitely get children thinking as well. Pullman certainly doesn't hide his feelings about religion. If there was a clear enemy in His Dark Materials, it would be the Church. It's clear that the author encourages people to think for themselves, for example the notion of good vs. evil is often discussed as being dependent on the character's perspective, so I was disappointed that religion was never considered in the same way; however, my take on it is that in Pullman's creation you can't really argue that the Church is anything other than corrupt!

His Dark Materials is long enough to see a real change and progression in Lyra throughout the series, which was interesting to see. The story is so entertaining; it turns out much differently than I expected it to after finishing the first book, which was quite tame and restrained in comparison to the other two. If you would like to be taken on an epic adventure and meet some wonderfully imaginative characters, then this is the series for you!