Well, if you want to have well thought out worlds (as in "realistic", consistent and deep worldbuilding) and complex stories and are not afraid of the modern fantasy (aka not so much feel-good fantasy anymore these days, the best of fantasy atm is more in the vein of realistic and gritty), then you absolutely have to try out these two series:

Steven Erikson - Malazan Book of the Fallen (first book is Gardens of the Moon)

R. Scott Bakker - The Prince of Nothing (first book is The Darkness that comes before)

Both authors have very deep and consistent settings but are both quite gritty. Bakker is even grim and dark at times.
Erikson is unparalleled when it comes to worldbuilding (ok, Tolkien is still the king, but he is close) and his cultures are very realistic (no wonder as he is an anthropologist and archeologist). His work is epic and for me, all in all, the best there is atm.
Bakker has a very good grasp on the psychology of his characters. Also, as he has a PhD in philosophy, his work has philosophical influences and in-world philosophies. Bakker can definitely write! Although, in the end, writting style is a matter of taste. As i said, his world is quite a dark one. So if you are not a fan of the...darker aspects... of human life, i guess this is not for you.