I first read this haunting trilogy almost ten years ago. I read it again recently, and it's held up well. It's definitely not your usual fantasy. It reminds me a bit of C.J. Cherryh's Morgaine series, or Marion Zimmer Bradley's Darkover series, in that it's really science fiction, with fantasy trappings provided courtesy of an alien world. This trilogy is far more imaginative, however. It is also darker; the Coldfire books have a large dollop of horror mixed in. Erna is a world filled with wonder, beauty, and terror.
But as fascinating as the setting is, the real appeal of these books lies in the characters. Oh, there's plenty of plot, adventure, and excitement, for those who like that kind of thing, but the heart of the story is the unique and compelling relationship between two men, Damien and Gerald. Over the three books they move slowly from naked hostility to uneasy truce to unadmitted friendship to deep and open caring. And no, Damien does not redeem the Hunter. Not quite, anyway. They meet more or less half way; Damien is corrupted as much as Gerald is redeemed.
There's a large cast of characters in addition to the two protags; they are all well-drawn and most are interesting. (I could have done without the drawn-out and rather predictable Andrys/Nerilka subplot in the third book.) Be warned, though; there's considerable carnage among the cast, which some readers may find upsetting.
The combination of intriguing characters and an inventive, well-realized universe always attracts fans, and sure enough, a bit of Googling shows that the Coldfire trilogy has left quite a footprint on the Web. Everything from art to fanfic to Blake's 7 fans wondering if Damien and Gerald are really Blake and Avon. I'm sure if Ms. Friedman were so inclined, she could have turned this into an endless series, like, say, the Shannara or Pern books. But she resisted the temptation. She says there will be no more Erna books. Which is just as well, I suppose. Much as I'd love to see more of Damien and Tarrant, and wonder what will become of Erna, the ending she wrote was a good one, satisfying without being schmaltzy. It's probably best left as is.
These books sold well, so it's easy to find them used and new.
Merentha.org - An officially sanctioned C.S. Friedman fan site. Lots of great stuff, including a FAQ, map, fan artwork, comments from the author, etc.
Akeksandra's C.S. Friedman Page - A fan site in both English and Polish.
On Love, Fanfic, and Literary Devices - An essay about why Coldfire fanfic is all slash, by someone who is not a slash fan. Includes info on where to find said fanfic.
Coldfire, Hot Bath - Perhaps the best of the slash Coldfire stories out there.
The Flambeau Factory - Torch's Coldfire fanfic. Anything by Torch is worth a look.
The Meaning of Miracles - That rarity of rarities, non-slash Coldfire fanfic.
Fanfiction.net - The Wal-Mart of fanfic sites. There are quite a few Coldfire stories, many of them quite good. Almost all of them are slash, but none are explicit, since Fanfiction.net does not allow stories with explicit sex. Search "Misc. Books" by story summary, on keyword coldfire.
Vampires and vampirism in the writings of C. S. Friedman - A scholarly paper on Friedman's frequent use of the theme of vampirism.
Titan Review of the Coldfire Trilogy - There are tons of reviews out there, but this one is particularly glowing.