The Enchanted Forest Chronicles
This series follows the adventures of Cimorene, "a fairy-tale princess who finds her expected duties boring and therefore runs away to become the 'captive' princess of a dragon" and Cimorene's son Daystar. Interesting, the first book Wrede wrote in this series, Talking to Dragons, was the story of Daystar, and she continued with prequels about Cimorene, beginning with Dealing with Dragons.
The Frontier Magic Trilogy
This trilogy is narrated by Eff Rothmer, the child referenced in the title of the first book in the series, The Thirteenth Child. In Eff's world, "Columbus discovered a New World populated solely by dangerous wildlife, both natural and magical. Only modern magic has made colonization possible, and while steam dragons, mammoths, spectral bears, saber-tooth cats, and other deadly animals have been cleared out of the eastern states, they are still a formidable obstacle in the unsettled territories of the West." [from the author's website]
Kate and Cecilia (Regency Magic - with Caroline Stevermer)
Wrede and Stevermer started this series as a game, writing to each other in character (Wrede was Cecy, Stevermer Kate). The two girls are cousins in an alternate Regency England, where magic is an accepted part of society. Begin with Sorcery and Cecelia or The Enchanted Chocolate Pot: Being the Correspondence of Two Young Ladies of Quality Regarding Various Scandals in London and the Country.
Mairelon the Magician (Regency Magic)
Also set in a Regency England where magic works, these books are the story of a wizard called Richard Merrill. Applying the "hiding in plain sight" principle, Merrill uses his magical talents as a stage magician, calling himself Mairelon. Mairelon travels with Kim, a young street waif, who acts as magician's assistant while learning magic and helping Mairelon out of sticky situations. Mairelon the Magician is the first book.