My favourites are George RR Martin's Song of Ice and Fire - just the best fantasy fiction ever.
Robert Jordan's Wheel of Time - very long series and loses its way in the middle but last couple of books have picked up the pace a bit.
David Eddings - read The Belgariad and Mallorean as a teenager, loved them then, still love them now. These are a good place to start I think. The Elenium and Tamuli are good too but his later books are nowhere near as good.
Robin Hobb - second only to George RR Martin but give Soldier Son a miss. She also writes as Megan Lindholm and these books are not bad.
Katharine Kerr - started these as a teenager, a long series but very cleverly done. Not read by enough people.
Kate Elliott - Crown of Stars series is very good. Haven't read Crossroads series yet but it's in my to read pile.
Brandon Sanderson - Mistborn trilogy is very good indeed, Elantris and Warbreaker not bad. Way of Kings is in my to read pile.
JV Jones - Sword of Shadows series has been good as is The Barbed Coil.
I've also enjoyed Trudi Canavan, Elizabeth Moon, Anne McCaffrey, David Gemmell and Raymond E Feist.
There are a couple of books called Legends which have short stories by some popular fantasy authors that will give you an idea about their stories. I bought the first one bacuse it had a prequel to Wheel of Time in it by Robert Jordan and it also had a prequel to A Song of Ice and Fire in it which is how I got into George RR Martin, they're on amazon here book 1 book 2 book 3