I have to add a recommendation for Guy Gavriel Kay - for me the outstanding 3 are Tigana, Lions of Alrassan & A Song for Arbonne (in that order).
Julian May is more sci-fi than fantasy, but a fabulous circular read over the course of 7 books.
I'd recommend starting with Intervention, then reading the Galactic Milieu Series, then finishing with the Saga of the Pliocene.
Note, although connected, the Saga of the Pliocene, whilst it eventually links up to complete the circle is a very different story, dealing with very different characters to the Intervention/Galactic Milieu story.
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