A favourite

I stumbled across Steven Erikson and happily read myself blind. Now I have to play the waiting game. Lastest, Reaper's Gale. finished.
This is one series I actually purchase. The first five were already out in paperback when I started but now I'm having to buy the trade paperbacks, $27.95 cdn because I can't wait.
The first book,Gardens of the Moon, taxes you at the beginning as it jumps into what feels like an established story and you have to read to catch up. Some things don't explain themselves until later books but it's always worth the wait.
From the Publisher:
A truly epic fantasy series that has confirmed its author as one of the most original and exciting genre storytellers in years.Erikson’s ‘Malazan Book of the Fallen’ has been recognised the world-over by writers, critics and fans alike — in a recent review of The Bonehunters, the sixth chapter in this remarkable tale, the UK’s Interzone magazine hailed it ‘a masterpiece’ and ‘the benchmark for all future works in the field’, while the hugely influential genre website, Ottawa-based SF Site, declared ‘this series has clearly established itself as the most significant work of epic fantasy since Donaldson’s Chronicles of Thomas Covenant’.

Core books of the series:
Gardens of the Moon (1999)
Deadhouse Gates (2000)
Memories of Ice (2001)
House of Chains (2002)
Midnight Tides (2004)
The Bonehunters (2006)
Reaper's Gale (May 2007 - UK and Australia and Canada)
Toll the Hounds (forthcoming)
Dust of Dreams (forthcoming)
The Crippled God (forthcoming)