C.S. Friedman is a women, as far as I know
I've read the Magister Trilogy and am in the second book of the Coldfire Trilogy right now. I can recommend her
The Coldfire Trilogy up to this point is more interesting, but it is one of this sci fi/fantasy things, if that concerns you.
Nonetheless I think both, ASOIF and Malazan are even better but also much much bigger. So if the question is still "What to read first?" I would recommend them. If the Question is "What series should I absolutly read?" Friedman would belong to that list (with a lot more series of course, Lynch, Lawrence, Abercrombie come to my mind for example). There are so many good series out there today