Timewaster's Guide Archive

I would second the recommendation of the Empire Trilogy by Raymond Feist and Janny Wurts.  Excellent series, and although it's helpful to have read at least the original Riftwar Saga it is by no means required.

Also I'd recommend the Dragon Ship Trilogy by Robin Hobb.  She's a great author who does a good job of making you care about her characters.  This trilogy takes place in the same world as her Assassin trilogy but only one character is present in both.  The Assassin trilogy also contains strong female characters but they aren't leading characters.