There are two that spring to mind instantly:
1) His Dark Materials - Pullman
I love pretty much everything about this series, the world is beautifully thought out with a mixture of pure fantasy-esque settings such as the Northern lands with the Bears and Witches, etc. mixed with the idealised Oxford of another world that is strangely familiar, yet very different from our own. Pullman's imagination is something most could only hope for. Ideas like Daemons, an external part of you that is as much your best friend as it is a part of you. The imagery put on paper is just brilliant and Pullman has an excellent writing style to compliment it. The books are heavily linked to religion and it remains a prominent feature throughout leading to the final battle near the end of the third book.
2) The Book World Series - Fford
This series, although not complete yet, is a real hidden gem. The books are extremely funny, the concept has to be read to be believed, and the villains are not to be trifled with.
The general idea is there are many Spec. Op. sections in the government working on many different things ranging from time travel to literary theft. The latter division being where the main character Thursday Next works. In the first novel the original copy of Jane Eyre is stolen by an arch villain called Archeon Hades with the intention of destroying it so that all other copies in the world will have their pages turn blank - yes, big catastrophe.
The other main feature is that Thursday is granted the power to "read herself into books", (the power is granted by the book-world people of course.) Hmm, well now I'm genuinely struck on how to continue, I've left so, so much out of the concept as a whole that its almost frightening - I can't really continue as typing it out just doesn't do it justice (not with my writing style anyway). Hey that works... trying to explain it is like trying to explain The Hitch-Hikers Guide to the Galaxy. There that saves and lot of brain ache for me. Honestly, go onto Amazon or whatever and see for yourselves (you have to start with the first book) - I'll expect a few thank you's in the next couple of weeks.
Also honourable mentions to:
The Hitch-Hikers Guide to the Galaxy - Adams
and
The Bernie Gunther series - Kerr