Hello and welcome to the forums!
These are my favourite fantasy books, what are yours?? If you like Dungeons & Dragons modules I'd also be interested in knowing which one is your favourite!
George R. R. Martin's A Song of Ice and Fire series: a great story of war, betrayal and power-hungry individuals. Hated to read about the demise of Robb Stark. Unfortunately Martin seems to have a hard time finishing the series.
Joe Abercrombie's The First Law series: another great story. Very similar to Ice and Fire. Inquisitor Glokta reminds me of Tyrion Lannister.
Ian Watson's Queenmagic, Kingmagic: an entertaining book. A metaphor of how many worlds can coexist, each with its own rules and purpose.
Robert E. Howard's Conan (Delrey edition): very entertaining short stories and very good illustrations too.
Steve Jackson's Sorcery! gamebook series: the most interesting gamebooks I've ever read, and I've read a lot. Very good treatment of magic spells. Apart from the first Sorcery! book, the difficulty of the series is quite high. You can read more on this there.
Jack Vance's The Eyes of the Overworld: the hilarious story of Cugel the Clever. Outstanding. Many of Vance's books are well worth reading.