I want to second Patricia McKillip's Riddlemaster books: Riddlemaster of Hed, Heir of Sea and Fire, and Harpist in the Wind. I've read these several times and they never get old. Three volumes, but not long drawn out things like Thomas Covenant or other 'epics'.
Also second Lois McMaster Bujold's Chalion series: The Curse of Chalion, Paladin of Souls, and The Hallowed Hunt. Lois is a great writer, one of the best (arguably THE best living SF/Fantasy author still writing).