Given your original request, I would stay away from Tad Williams and Robert Jordan, as they do tend to write what I consider big slow doorstops of series, which doesn't seem to be what you want.
You may want to try Michael Scott Rohan's "Winter of the World" trilogy, which I thought was quite good. I'd also suggest Elizabeth Moon's "Deed of Paksenarrion," as well. I also liked Fritz Lieber's Fafhrd and the Gray Mouser books, but they're not exactly a trilogy, though they are very well done. All but one of the seven books is a collection of shorter tales, with one being a novel. They're really good stuff and cover the lives of two fascinating characters.
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