Jack Vance's Lyonesse series (three books, which together are quite thick, but they're pretty easy to read; two volumes in the Fantasy Materworks series). It concerns the politics and wars of the island Lyonesse outside the coast of France, where there are plenty of magic, pixies and a king who is obsessed with birds. It's been some time since I read it, and can't remember what it was really all about, but it was Vance.
Evengeline Walton's The Mabinogion (four books, but bound together in a collection in the Fantasy Masterworks series) which is set in old Wales. A memorable part is the monologue about how cows in a pen do not give rise to new cows, but once you put a bull in the same pen, you will get new cows as long as the bull remains; however, they cannot really imagine why this is so.
And, although they take some time, I liked both E.R. Eddison's The Worm Ouroboros and David Lindsay's A Voyage to Arcturus (although I'll admit I didn't udnerstand the ending of Arcturus). The first is written by a man who hated moderns society and its ideals and who couldn't stick to one sort of name for his characters, but decided to place it all on a viking-style Venus (or is it Mars?) in a war between the Demonland and the Goblinland. The second is a man's journey via a magical tower to a land where he changes shape from time to time.
It's been some time since I read all of them, though, so perhaps they've grown fonder in memory than they were when I actually read them. Also, I can't remember fully what they were all about.
Otherwise, I liked Feist and Wurts' Empire series, even though that person from the other world more or less ruined the last book for me.