"The Titan's Curse" by Rick Riordan
So, I think we need to go back to our mythology books and do a little research before we progress any further. The whole war between the Titans and the Olympians is vital here. If you don't know much about this war that took place, you need step away from Percy Jackson and read, if you even dare, Hesiod's great poem Theogony.
I gave it go for a few minutes, and oh. My. Gawd. I need to go find a visual family tree, really, to understand who came from whom. Everyone's all related to each other and some of them are having illegitimate children (seriously, Zeus and Hera are brother and sister, AND husband and wife).
So, with great praise, I give Riordan his kudos. He did the research, I believe him, and Chiron is the son of Kronos? And Zoe is the daughter of Atlas, am I getting this right? Good lord.
I cringe when I realize how much research goes into fiction.
In the third installment, we realize that Annabeth has gone missing. We meet the Hunters, who follow their Huntress Artemis, and they must vow to be with her and abstain from boys, among other things, and we journey AGAIN. And just like in the first book, we travel west. The journey is riddled with, well, riddles (a few) and the Oracle actually leaves the Big House to come and tell of it's latest prophecy. So, as we quest, the Hunters are off to find and save Artemis, who has fallen victim to one of the Titans (who are getting stronger, now) and Percy is off to find Annabeth, regardless of the dangers. On the way, we continue to worry about the prophecy about a certain half-blood (Riordan does a nice job messing with us by using Thalia and Percy, so we don't know what to think) and their pivotal role in bringing down the Olympians.
We even get to meet up with two more half-bloods. Their story is much more important to the plot than you think to realize.
The story really starts chugging full steam ahead by the end of this book, and although loose ends haven't been tied up yet, all the frays that are out there in the series are overlapping nicely.