First four I could think of that fit your criteria:

Paladins, Joel Rosenberg: I just got this from the library, myself: a fantasy novel set hundreds of years after Mordred defeated Arthur, which really intrigues me, as a fantasy take on the alternate history genre.

Jonathan Strange & Mr. Norrell, Susannah Clarke: dense, imaginative, complicated, well-realized, filled with memorable characters and utterly unique, this is one of the best novels I've read in the last decade.

Going Postal, Terry Pratchett: Pratchett just keeps getting better with his Discworld fantasy novels - not only do they work as hilarious parody, but they often now have compelling plots, too. This isn't his best - that would either be Thief of Time or Night Watch, for me - but it is very good.

Pandora's Star, Peter F. Hamilton: the only real science fiction on my list, this is space opera done well.

If you do read any of these (assuming you haven't already), let me know what you think of them.