Haven't seen any mention of Tim Powers here, so I'll pimp him a bit...Declare is an awesome mix of magic, mystery and espionage involving elements that would be right at home in a Spycraft game, The Anubis Gates and The Stress of Her Regard just quite simply rock so very hard they should be illegal or used to build things (both touch upon the Romantic poets, high adventure, strange magic, and so on), The Drawing of the Dark and Last Call are both semi-Arthurian tales, one set in the period of the Ottoman Empire and the other modern Las Vegas, On Stranger Tides had magic and pirates before 'Pirates of the Caribbean' was more than a ride...really, anything by Powers.
I second the Gene Wolfe nod. And since no one mentioned it, why not dig out some old Robert E Howard and give it a whirl? I always re-read the Solomon Kane stories when playing any sort of Cleric, just for that grim servant of God feeling.