Sounds a lot like
Jerry Cornelius. Mostly written By Michael Moorcock in his more serious mode than the sword and sorcery stuff. The Cornelius Quartet: "The Final Program", "A Cure for Cancer", "The English Assassin", "The Condition of Muzak" are the start point and they get progressively more disjointed.
As I recall the last one was a baffling ordeal but then I was about 14

There are a load of stories which were written by others using Cornelius, I presume with Moorcock's approval. He edited one of the uk sci fi annual collections or a magazine so may have commissioned them.
(unclestinky, Tue 10 Jan 2012, 22:53, 2 replies)

Yes, I think it was Jerry Cornelius, thank you for nailing it
I didn't read the original novels, just the short stories that came later.
(IHateSprouts is baking a huge pie shaped like an enormous pie, Wed 11 Jan 2012, 10:53, closed)

Michael Moorcock's New Worlds was the magazine
I'm currently working on the website for its relaunch
( emvee cruor deo cruoris, Wed 11 Jan 2012, 11:42, closed)

After a quick Googling session
I can confirm that it was the New Worlds anthology books I read. Seeing the covers again got me excited, so I'll have to find them again.
(IHateSprouts is baking a huge pie shaped like an enormous pie, Wed 11 Jan 2012, 12:29, closed)