The trouble I have with trilogies is that if I have all three books, I tend to read them right in a row (and can't seem to resist doing so). Thankfully the second installment in Philip Pullman's Sally Lockhart trilogy, The Shadow in the North, is even better than the first (The Ruby in the Smoke, my review of which is here). The good characters, at least, get a bit more fully fleshed out here, even if they do remain somewhat thinly-drawn (the bad guys remain really bad). In this book, unlike its predecessor, some of the elements from Pullman's later works (military-industrial society and its implications, &c.) are brought in, and he handles them as deftly here as in his later works.
A bit older and a bit wiser, Sally, Fred and the gang get tangled up in a convoluted mystery involving a strange and nebulous company and its vicious owner, a whiny and elusive Scottish magician, a psychic or two, and a lord's daughter. Things get more violent and more emotional in this one, so be ready for that.