My favorite is without a doubt, so far beyond any other material I've read - and it's just the plain classic Lord of the Rings. Tolkien is a sheer genious - his mastery of the english language made that entire series candy to me.
On the other end of the scale I'd like to take this opportunity to diss Robert Jordan(Anyone reminded of Dune reading his long winded crap books?

) and Ed Greenwood who seems to have a fetish for tavern wenches successfully taking on elite troopers.
The Shanara series was ok, except I really felt kind of like "I've read this before" with each successive novel I read in that series.
The dragonlance series holds a special place in my heart though as it was my first exposure to fantasy really, and I loved the setting so much I read the entire collection pretty much(I was young

)