I'll agree with 'k' minus the psychotic enthusiam. A Song of Fire and Ice by George RR Martin is a really great series to read. It's well writen and has a companion tv series on HBO (where it had to be to do it justice). It's different from most series I've read in multiple ways and the characters have many cool story lines. This series will drag you all around them emotional scale for reasons I won't mention for fear of spoiling it.
Wheel of Time by Robert Jordan is another series that's awesome. It's probably my favorite series. Some people bad mouth it for what I feel are invalid reasons. It's a well told story with a really interesting magic system. It has well thought out and believable characters. The only thing I'll say negative about it is that he spends a couple of books in the middle doing some charcter/world building and you feel like you're running through quicksand. You want him to move on. However, I enjoyed it all the same. It's complete at 14 books long, with the shortest being around 700+ pages long. There is a shorter prequel.
Sword of Truth by Terry Goodkind is a good series as well. The magic is cool even though there isn't a lot of actual magic put on display. It's talked about more than it's used. However, I thought it was a really good series. It's complete and the books are a good length. You'll get a lot of your romance in it, though it's not gushy, so guys would like it. Pros are that it's a little more graphic with the violence and sex that other books. It's not over done, just more detail than the series that gloss over it. A con is something I didn't notice till I'd started studying writing. That's that almost all of his charcters sound the same, whether they're kings or small children. They're all smart and analytical. Rarely do you see another type of character. They mostly just vary in their morality. It's something you can overlook. He wrote an vaugley attached sequel/outrigger called 'The Law of Nines', which was pretty good. He also wrote a prequel called 'Mother Confessor', which is interesting, but he self-published it and I think they editors normally knock out some of the preachiness. It's full blown here. He's writing a second series that picks up with the same characters a little past the end of the first one. It's pretty decent, but I'm not impressed as of yet. It doesn't the scope or the power of the first book of the first series. It's worth reading all his books, though.
RA Salvatore has all his Drizzit books. I really like all of them. It's a little bit more MMORPG for you. They even made video games based on it, like Bauldor's Gate. The entire series, while it'll sometimes focus stories on the secondary characters, the whole series is basically about a dark elf named Drizzit. It starts out in the underdark where they all live and he has to deal with being one of the only beings in his entire race to who is caring, moral, and virtuous. He finally realizes that there is no place for him in that evil society and leaves, even though he doesn't think there is a place to go. He lives in the wilds of the underdark for a long time and bascially looses his reasoning being and becomes 'the hunter'. He becomes an amazing fighting being with animal reflexes. He weilds two scimitars and has occasional help from his astral panthar companion. Over the series he makes his way to the surface and makes friends and makes the world a generally better place with his group of friends (human, barbarian, dwarf, halfling...I think you see the MMORPG feel). He also has to fight the predjudices people rightly have against his evil race.
While it might not be exactly what you're looking for, I also love Piers Anthony's books. The first series I ever read that wasn't a kids book was his Apprentice Adept series. It's about two worlds, one science and one magic, that reflect each other and are seperated by a magic curtain. The main character is a surf on the science side and ends up crossing to the magic side when someone starts trying to kill him. A few cool aspects are that on the science side, the main difference between citizens and surfs are that citizens can wear clothing. Surfs go naked. There are rules about how long even a natural born surf can stay on the planet. The planet is super rich, because they control the fuel for space travel. They have something called the 'game'. Players select games tic-tac-toe fashion and they can advance of the standings based on how they do. If you're at the top, you can compete at the end of the year for citizen ship. If you loose at any point, you're shipped off world. Conversely, you're as talented magically across the curtain as you are at the game on this side
His series "Xanth" is really cool. It's a quirkly place full of every magical character you can think off an after a comment by a critic, it's chock full of purpose full puns like you literally stop if a dime is thrown in front of you. It's also neat in that after the first two books, each main character is a secondary character from a previous book or a kid of a main/secondary character. Good reading.