For those who find Tolkien to be a bit of a heavy read(I enjoyed it, but it was damn tiring), you may enjoy the Prydain Chronicles (has 5 books and 6 short stories)
This is the set of books that Disney hacked to pieces and pissed on in making The Black Cauldron, and I'd love to see Peter Jackson look into doing a proper version of that. It's still pretty large, but it's got a much lighter feel to the story, but is serious enough that it doesn't come across whimsical fantasy.
Another series that I found downright perfect is Myth Adventures, by Robert Asprin, it's got some 12 - 15 books in the series so far, and it's part sci-fi/magical adventure and part comedy/parody. It's a bit less serious in nature than Prydain Chronicles, but i find that it's purely a matter that the humorous spin to the story as a whole makes the serious aspects less difficult to trudge through.
If you're willing to go for Visual Media (ie, comics) then I highly recommend girlgeniusonline.com. The story, characters, personality, and underlying plot are incredibly well thought out and feels very much like a living breathing world. It's done by Phil Foglio who created a graphic novel for the first book of the Myth Adventures Series.
Other good series that I've enjoyed over the years:
Xanth by Peirs Anthony is a definitive Comedy/fantasy, magic and puns play a huge role in teh entire series, the puns occasionally moreso than the magic.
Enchanted Forest Chronicles(Dealing with Dragons) by Patricia C Wrede is a very fun light read witha somewhat sarcastic look at fairy tales and fantasy stories.
Dragon Knight Series(Dragon and the George) by Gordon R Dickson is in interesting Scifi/fantasy take on the medieval fantasy setting.
The Warlock series by Christopher Stasheff is an intensively Scifi take on medieval fantasy as a whole and I believe the series actually kicks off with a completely futuristic scifi book.
Wizard in Rhyme is another series by Christopher Stasheff that has some minor scifi elements to it, but primarily concentrates on the medieval fantasy elements.
The Belgariad and the Mallorean by David Eddings are probably about halfway between The Prydain Chronicles and Lord of the Rings in terms of intensity of reading and the general mood of the story. It's not quite as heavy as the LotR, but it's more serious than Prydain chronicles are.
I actually have a fantasy series of my own that I started writing a year ago, but got stuck on one section, so I'm currently waiting for some free time to read back through it and decide where I want to take the series. My biggest issue in writing is that either I don't know where I want to go, so I get stuck, or I know exactly where I want to go down about 6 books in the future, and as a result, I want to to rush through all of them in one single page, instead of patiently sitting down and writing out each individual story. The other problem with thinking too far ahead is that I occasionally worry that I'm going to do something that will deviate from that plan that I really like, so as a result, it ties up what I'm writing presently.
