i'll give another nod to Gene Wolfe's
Book of the New Sun series, as well as his
Book of the Long Sun series and
Book of the Short Sun series. (i'm sensing a pattern...

)
someone else has already mentioned Julian May's
Saga of Pliocene Exile series, but i'll bring it up again -- one of my favorites. the following
Intervention and
Galactic Milieu books were good, but not as good as the original Saga.
everyone needs to track down and read Daniel Keys Moran's
Tales of the Continuing Time books:
Emerald Eyes,
The Long Run, and
The Last Dancer. the second one is especially good: the protagonist Trent the Uncatchable is probably my favorite fictional character of all time.
Jack Vance is always good. for fantasy, his
Lyonesse series is particularly nice.
the Norse-inspired fantasies of Elizabeth Boyer --
The Sword and the Satchel,
The Elves and the Otterskin, and
The Thrall and the Dragon's Heart -- were all good reads.
for science fiction, i really liked John Barnes'
Mother of Storms and
Kaleidoscope Century.
Orbital Resonance takes place in the same "universe" as Kaleidoscope, but it didn't grab me like the the other two did.