[Suzerain of Sheol]

Call it post-modern fantasy, if you prefer. :p

And you make a good point about happy endings and immortal good guys (*cough* Drizzt *cough*). In a story that's at least partially supposed to hinge on a sense of action and danger, the effect is smothered if the characters prevail time and again.

That also reminds me, a pattern in the books I mentioned above is that they all tend to be rather "dark" (though that's a vague description, I know.) The characters are nearly all painted in shades of gray and the plots can't reduced to anything as simplistic as Good vs. Evil.

To add to what I mentioned above, for the action/adventure type fantasy fan a bit tired with predictable plots, Malazan and the Black Company both fill that void nicely.

And for those looking for something a bit more cerebral, with meatier characters and pronounced psychological and philosophical elements, Thomas Covenant and the Prince of Nothing are both really rewarding on that level.