Steven Erikson is currently halfway through his epic series of The Malazan Book of the Fallen, a set of 10 books that can be read as stand alone novels or the entire series which interlinks on a scale and depth that is sometimes daunting but always an amazing experience.
Of the five books out at the moment I started on book 3 , it was a random buy, Memories of Ice. It still remains to this day the best book I have EVER read. The first book in the series, Gardens of the Moon, is confusing until half way through as you are not aware of all the various factions and underlying principles in his world but when the penny drops it is worth it so much. The races that populate the worlds, the detail in the plots and the innovative magic system is just amazing and so refreshing in the market that has become littered with stagnant cliched authors.
I have reread all 5 books so far at least 5 times each, as more books come out various questions from earlier books can be deduced, sometimes with relative ease , other ones are only obvious to the more astute readers, leaving the rest to wait for more clues in later books.
I'll stop my babbling now although I could talk about him all day. Like I say each book is stand alone , there are no cliff hangers (which are something I abhore) so delve in where you will. Memories of Ice is where I'd recommend.
For more info go to
www.malazanempire.com/forums but keep away from the book forums as some contain spoilers
Hope that helped.