Great suggestions by HomeInMyShoes! I'd like to add:
Cathedral of the Sea by Ildefonso Falcones
Shantaram by Gregory David Roberts
A Suitable Boy by Vikram Seth
The Lions of Al-Rassan,
Tigana,
A Song for Arbonne and
The Sarantine Mosaic by Guy Gavriel Kay
Helliconia by Brian Aldiss (the link is to an omnibus edition of what are otherwise three volumes:
Spring,
Summer and
Winter)
Faerie Tale by Raymond E. Feist
Mythago Wood by Robert Holdstock (and if you like it, the remainder of the Mythago Cycle:
Lavondyss,
The Hollowing and
Gate of Ivory, Gate of Horn)