I used to read a lot more fantasy novels and I seemed to always go for series that have characters that remain the same or you can see references back to characters I liked.
Dragonlance Chronicles by Margaret Weiss and Tracy Hickman. There are many books in this grouping under Dragonlance heading but by far the best are The Chronicles which feature a large group of adventurers who are trying to bring the word back that the gods have returned to Krynn. Through this all they face the greatest perils in the forms of dragons and the dragon armies lead by a maniacal man who wants to ensure only the gods of evil shall ever be on Krynn .
In this series you meet some of the best characters including my all time favorite mage who is an anti hero named Raistlin. He is powerful beyond his years and nothing will hold him back.
The Night Angel trilogy by Brent Weeks. This series brought to show the great strength it takes with being a powerful and highly trained killer. You meet the most interesting characters including the main character Kylar who is trained as an assassin but just wants to do good.
Valdemar series by Mercedes Lackey. This series started with a short story in sword and sorceress 3. It showed a duo one who wields the sword and one that wields great magic. It started off my love with her work and her characters. Generally she writes about the underdog or those that are very different. In fact she is one of the first authors I have seen who has the main characters being gay.
This series now stands with many books and multiple sub series which can be read as stand alone series. I am very happy that I found this series as it has given me hours or pleasure to read about many of her characters