The Percy Jackson series doesn't really hit its stride until the third book or so, I think, which is unfortunately halfway through the series. I totally agree with you on the initial shallowness, and I had exactly the same reaction as you: WHY COULDN'T THIS HAVE EXISTED WHEN I WAS A KID, WHEN I WOULD HAVE LOVED IT EVEN MORE? But the characters do get a little more complex as the series goes on, especially the antagonists, which made me happy.

Also, oh man, The Thirteenth Child has racefail? That's disappointing. I always loved Patricia C. Wrede's books when I was a kid, and I've been eying that one in the bookstore off and on for the past month or so. :(

I wish I could give you some recs, but I've mostly been reading nonfiction recently (a hazard of my job, since that's what I work with most often).