Avoid the Helliconia books, they're a grim, hard slog. Sorry I can't give a positive recommendation, I avoided his novels after trying to make it through those. Always enjoyed his short stories that appeared in the popular anthologies, though, and he's got some story collections that are probably good.
I thought they were brilliant and I greatly enjoyed them. Certainly they are not optimistic American-style SF but I wouldn't call them "grim" - they are grand novels about the cycle of civilisations, "deep time" and the impact of individuals (or not) upon those.
So did I. They are grim, but that's kind of the point -- it's a reflection on the tragedy of history and how people end up making the same mistakes over and over again.
When I said "grim, hard slog" I was referring to the experience of reading them, not the nature of their content. The experience of reading anything that monotonous would be pretty grim, even with a brighter theme and a happy ending. Of course, ymmv, etc.