Brent Weeks' Night Angel trilogy has two characters who are (or in the case of one, were) capable of reincarnating after death. They remember the details of their death, remember the pain, and are brought back into their original body, fully healed and revitalized. It seems like a great ability and all, and one the character uses to his advantage (almost rather recklessly) that is until he discovers the cost of his 'gift,' something that was supposed to have been mentioned to him, but the message never gets to him until much, much later.