The Malazan books by Erikson are great but not the easiest read in the world. The thing to keep in mind is that while all the books deal with the same series of events they don't all follow the same characters. So if you like incredibly well thought out worlds with a deep mythology and complex history and character interaction then this is a great series. I really wish that I'd discovered the series later when it was all finished since reading these book one year apart from each other is not the right way to enjoy the series as it makes remembering everything that's happened really difficult
Other series that I'd recommend are:
"Mistborn" trilogy by Brandon Sanderson
"The night angel trilogy" by Brent Weeks
"Riftwar" and "Serpent war" series by Raymond E. Feist.
"Kingkiller Chronicles" by Patrick Ruthfuss
Plus the usuals like "Wheel of time" and "Song of Ice and fire". There are plenty of other fantasy series that I've read and really enjoyed but these are the ones standing out in my mind at the moment.