I'd recommend going to the local library and picking up a few anthologies in your preferred genre(s), it's a great way to find new authors and you can find a number of hidden gems that way.
On a more specific note: Ender's Game and (to a rather lesser extent) Speaker for the Dead, both by Orson Scott Card.
The Wheel of Time series by Robert Jordan and Brandon Sanderson.
A Song of Ice and Fire by George R. R. Martin.
Anything by H. P. Lovecraft.
Dune by Frank Herbert.
But seriously, anthologies are the way to go to find grossly under-appreciated authors. You can also find collections of short(er) stories by some (Dreamsongs I and II by GRRM springs to mind), and they tend to be great reads.