I second the recommendation for Erickson. If you like Martin and Cook then he's definitely worth checking out.
The first five books of Amber are super, the second set (as others have said) not so hot. Zelazny wrote some other great books too - Lord of Light, which combines science fiction with Hindu mythology, and Creatures of Light & Darkness, which does the same with Egyptian. Because of the mythic elements it does feel like, well, "science fantasy" I suppose.
Oh, one thing - I would like to provide a warning about the "Big Book of Amber" with all 10 books in one. If you're on a budget, I guess it's good because it's much cheaper than buying 10 paperbacks. But, it's so big that it's clumsy and feels like it has a weak spine that might break.
I've always had a hard time reading Wolfe. I've read the Severian books but remember almost nothing about them. I've also read the Soldier of the Mists/Arete books (2 of them), which are also very confusing, as the author has a brain injury causing him to lose his memory when he sleeps, so the book is supposed to be his diaries written to help him remember things. However he loses his previous diaries, people lie to him, etc.
Lankhmar is pretty pulpy - well it's traditional swords & sorcery fantasy. It's fun stuff and the books tend to be fairly light reads. I used to have a bunch of the stories in paperback back in the late 80s, and wish they hadn't been lost.
The Earthsea books are well worth reading, too. Book #4 is in some ways a refutation of the previous books which makes it difficult to read and enjoy, but the subsequent stories (a fifth novel, plus a collection of short stories) are quite good, so I think it's worth reading them all.
Oh, since you mention Brust - if you're prowling used bookstores in RL or online, keep an eye out for Glen Cook's Garrett P.I. stories. The reason I say used is that the first book or books aren't available any more (WHY? WHY???) but there is an omnibus hardcover called The Garrett Files with the first three novels. These combine a lot of your typical fantasy elements - sometimes with a twist - with the hardboiled detective novel.
(Such as, in the first book the hero and his buddies run into a pack of unicorns. These are really nasty beasts, very unlike the traditional fairy-nicey-nicey unicorns of fantasy.)