Oh hell ya, "Water Sleeps" is a good one. Though, I am still rather fond of the book that took place during the siege of Dejagore, hard to beat 3 or 4 factions fighting each other in a besieged city while also fighting the attackers and the much needed grain stores are being raided by One-Eye and Goblin to keep making beer :P
But yeah, know what you mean, when I read that I really effin' wanted Croaker back, he may not be the annalist anymore but still a fav character. I won't blow it for you and tell you if they get the captured back or not, but there's plenty more Company "kick-ass" where they use everything and don't fight fair but fight to win yet to happen in that book and in the next :)