The Demon Cycle is a series of books written by author Peter V. Brett. The series according to Peter V Brett blog, will include 5 main books, going by these titles

Book 1 - The Painted Man / The Warded Man(2008)

Book 2 - The Desert Spear(2010)

Book 3 - The Daylight War (Estimated Feb 2013)

Book 4 - The Forest Fortress (Subject to change)

Book 5 - The Core (Subject to change)

But, he has also stated there will be 1 or more other Novels that tie into the Thesan world. So far, only one of these has been announced officially.

Book 6 - Tibbets Brook (Working Title)

These are not officially part of the main storyline, but were too long to be considered novellas, and also paint an interesting picture into the lore of the Thesan world.

Brett has also announced and released a few Novellas already, So far there is 2, with a third on the way. But, according to Bretts blog there is several more planned. So far these are.

Novella 1 - The Great Bazaar

Novella 2 - Brayan's Gold

Novella 3 - Mudboy (In production still)