[ozzie]

Gene Wolfe's Shadow and Claw as well as the follow-up books. Not as widely known as those mentioned above, but much headier and darker stuff.
Also, George Martin's stuff is pretty good. To be frank, I get bored by fantasys that I've read that leave you with a cliff hanger trying to get you to buy the next one, and the next, and the next. No finality in any of those.

[Swordmaker]

Saberhagen for the Dracula Series: An Old Friend of the Family, Thorn, The Dacula Tapes, Dominion, The Holmes-Dracula File, A Sharpness on the Neck, A Matter of Taste, Seance for a Vampire, and A Question of Time.