I had my first fantasy romance with LotR, as it were. It mattered to me then and it matters to me now, too.
When the films were released, I was at the 12:00 midnight showing -- three films in a row. I loved them.
That said, while you never forget your first, your "first" is rarely the one you'll marry.
I "married" Game of Thrones. Easily my favorite series of all time. Yes, even if it is unfinished.
I believe A Storm of Swords is the best fantasy novel ever written, bar none.