The first setting that comes to mind is Warhammer 40k. If you've not read any of it, I'd suggest starting with the books about Inquisitor Gregor Eisenhorn, followed by the ones about Ravenor (as they are the only ones I've read I don't want to recommend any others).
Yes, I recommend the Book of the New Sun by Gene Wolfe. And yeah, I think Dune qualifies. Also, Lord of Light by Roger Zelazny. I've heard the Pern books have scifi elements, but I've never read them.