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There is always George Martin's "Song of Fire and Ice" series (a.k.a. Game of Thrones), though the last two of seven books are not yet published. No shortage of action but it does follow many characters. Hint -- don't get too attached to any, lol.
Jim Butcher's "Codex Alera" series probably qualifies as epic fantasy and certainly is action packed.
Michael Moorcock's "Eternal Champion" collection fits, probably most approachable through the "Elric of Melnibone" series.
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