I'm afraid I tried Robert Jordan and once I came across 'trollocs' I laughed out loud. From then on I had a mental block and gave up. I do occasionally still shout trollocs, though, so it wasn't entirely wasted. Some good friends of mine are passionate fans of the Wheel of Time series but not me.
I'm not an admirer of overblown American fantasy, Book 15 of the Cobblerarium etc. Having a background in history has also made me extremely critical of writing and art in fantasy settings in particular. I find I look at book covers and think, 'Hmm, how could they bend at the middle in that armour?' and 'Grr, why do they write 'fire' whenever someone shoots an arrow..?' and so on.)
Of course Saracen's caveats are worth taking on board but as we're recommending books on personal experience then I'm going to list some. The Da Vinci Code was a rip-roaring read but I found the technique of ending each chapter on a cliff-hanger a little artificial and once I noticed it, I struggled a bit. I'm a big re-reader, most of my copies get read multiple times over the years and I tend to have at least three books on the go at once but I've never re-read Mr Brown's book.
There are too many I love to list but ones I would mention would be:
Fantasy/Historical
Ash: A Secret History - Mary Gentle.
1610: Sundial in a Grave - Mary Gentle.
Anything by Peter Morwood (particularly The Horse Lord series and the Prince Ivan series.)
Anything by Sharon Penman (a bit romantic at times, but good otherwise.)
Anything by Bernard Cornwell, particularly his Arthur series (simply some of the best stories I've ever read) and Sharpe of course. I like his historical stuff (Azincourt was my most recent read) but feel the Arthur and Sharpe books are the strongest.
Anno Dracula and The Bloody Red Baron by Kim Newman.
Lord of the Rings and The Hobbit (of course!) I could never get into The Silmarillion or his other works, I'm afraid though.
Philip Pullman - His Dark Materials series.
Military/Thrillers
Anything by Duncan Falconer (pseudonym of an ex-SBS man.)
Eye of the Storm - Peter Ratcliffe (ex-RSM of 22 SAS and a far more believable read than most of the other memoirs out there.)
Erk, running out of time (work!) anything by Bill Bryson and How to be a (bad) Birdwatcher by Simon Barnes.