I know that there are quite a few Full Metal Panic! fans here and I one of them. However I got tired of waiting for a sequel and decided to read the novels and I was pleasantly surprised 
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FMP! The End of Day by Day
Even though this was the novel that TSR was adapted from, I learnt that the first 4 episodes of TSR were complete filler. Apart from that the rest of the story was pretty much the same but this novel went into more detail into the characters, like Kaname's little sister.
REVIEW – 9 / 10
FMP! Dancing Very Merry Christmas
This novel is the sequel to TSR and after the first couple chapters it is pure action and comedy. The action in this story makes this novel seem the TV series '24' and the comedy is in the form of the hilarious dialogue.
REVIEW – 8.8 / 10 
FMP! Continuing on My Own
Now this novel was the best out of all of them, with an insane storyline full of non-stop action and drama. It was amazing to see what Amalgam was capable of when they finally got serious. Anyone who reads this would be shocked by the outcome.
REVIEW – 9.5 / 10 
FMP! Burning One Man Force
Right after the shocking end to Continuing On My Own, I jumped right onto this one, wanting find out how things turned out. Those of you who think Sousuke Sagara is just an uptight, military nut will soon change your opinion after reading this.
REVIEW – 8.7 / 10 
Sure hope these get animated. ^_^