Lackey's "Heralds of Valdemar" series is what got me hooked on her stuff. She also has an "Elemental Masters" series which is set in Edwardian Europe that I really like. AND she does a series of fairy tale remakes, where she re-tells the same stories but with magical/fantasy elements beyond the sort of sparkle Disney throws in, and -- aw, hell-- I like pretty much everything she's written. lol!
But the Heralds of Valdemar series is where I started and I'm still hooked on it! It's easy reading, the characters are well built, and (most) of the novels really got me sucked right in!
I'd recommend starting with the 'Arrows' trilogy, which is: Arrow's Flight, Arrow's Fall, and Arrows of the Queen. That trilogy basically explains just about everything you'd need to know about Valdemar from the perspective of a child who was raised outside of it. Good starting point.
Have you read the Dragonriders of Pern series? McCaffrey does a really good job mixing Sci-Fi with a sort of Fantasy element. I really like those, too...
Then there's Stephen Lawhead who does a really good re-telling of the Robin Hood stories. He researched into their origins and discovered the most likely locations for "Sherwood forest" and the origins of the name Robin Hood, and used those to create a whole new perspective on that character and his adventures. It's much more gritty, and outlines a series of real problems and obstacles that the main character has to overcome, as opposed to the romanticized stories most people do.
He does the same with the Arthurian legends, too, and I also love those...!