Stephen R. Donaldson's Chronicles of Thomas Covenant is the greatest fantasy series I've ever read. Some people find it off-putting at first, because Covenant isn't a terribly likable chap (although he does grow a lot as the series progresses), but I can't recommend the series enough.

For more conventional high fantasy, I'm also a big fan of Dennis L. McKiernan's Mithgar novels and Guy Gavriel Kay's Fionavar Tapestry.