Here are a few that haven't been mentioned (or I missed them if they were)
The Chronicles of Amber by Roger Zelazny
This is a series of ten relatively short books that starts with Nine Princes in Amber. It starts out in a contemporary setting, but takes a fantasy path shortly thereafter. I read the first five when I was a teenager and really enjoyed them. I read all ten some twenty five years later and they still held my interest from start to finish.
The Grimnoir Chronicles by Larry Correia
This trilogy takes place in an alternate 1930s setting where people have powers. The books are not overly long and the story moves along at a reasonable pace. I enjoyed them quite a bit.
Magic 2.0 by Scott Meyer
This series is a fun take on the concept of the Matrix, but the Machine isn't out to get you. However, the others who have figured out that reality is just a computer program might be. It doesn't take its self too seriously and can be quite silly at times, but is fun all the same.
The Reckoners by Brandon Sanderson
This series is a super heroes gone bad type story, but not just your usual "people are fundamentally bad and abuse their power" type gone bad.
Undying Mercenaries by B.V. Larson
This series is an interesting take on Post First Contact humanity and how alien technology shapes the present and future of the race.
And a few that have been mentioned previously:
Any Cosmere novel by Brandon Sanderson
While the Mistborn series and the Stormlight Archive series have been mentioned in this thread already and are superb examples of Sanderson's work, more must be said regarding what he is actually doing. Sanderson writes at a prodigious rate compared to many of his contemporaries. He has many series that at first glance are not related. However, many of his book series are related. For example, the Mistborn books (all seven so far) and the Stormlight archive (four books and two short stories) as well as a few others all take place in the same dwarf galaxy. As new books are released in each series the stories begin to intertwine in unexpected ways and certain characters crossover between series. If you like epic fantasy with hard ruled magic systems you can't go wrong with Mistborn or the Stormlight Archive.
Disc World series by Terry Pratchett
Star Wars (pre-Disney) Extended Universe books
Percy Jackson series by Rick Riordan
Tolkien (even the Silmarillion,
if you can get past the first few sections which are really dry and somewhat confusing)
I could go on and on, but will stop now.