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I've read most of what is recommended. I'll pass on Eddings "The Malloreon". I read his earlier series, The Belgariad with pleasure enough. He has a smooth prose style, engaging characters, and a flair for dialogue. People back when the Belgariad was being published commented they wished it would go on forever.

I plowed grimly through The Malloreon, and by the time I finished I felt like it *had* gone on forever. The authorial strings were too evident. Eddings carefully maneuvered his protagonists through *every* place in his fictional world, and the result was "paint by numbers" fantasy. I tried to read other books by Eddings and came away convinced that he has one story to tell and one cast of characters. Subsequent efforts were the same story and protagonists with the names changed and the serial numbers filed off. If you like more of the same, Eddings may be for you. If you want something *different*, he probably isn't.

I believe the Wheel of Time began as a standard three book fantasy series, but like The Lord of the Rings, it's a "tale that grew in the telling ". The more Jordan wrote, the more he discovered he had to write to tell the story. At one point, his publisher, Tor Books, put him up in a hotel and told *no one* where he was so he could write undistracted and they could get the next book out the door. I met him years back on a signing tour. He said he knew what the last scene in the last book was, but wasn't sure precisely how to get there, but was adamant it would *not* be a twelve book series as he had other stuff he wanted to write. When I read the book he was signing, and how much it *didn't* advance the plot, I said "He's right! It won't be a twelve book series. It will be at *least* thirteen!"

He was determined the book he was writing when he died would be the last book, no matter how long it was. When he died, his wife (who was also his editor) selected Brian Sanderson to complete it, and passed along the manuscript in progress, outline, and notes. The publisher asked Sanderson for an estimated length and he said "About 250,000 words". As he got farther along he discovered his estimate had been low, and was now closer to 400,000 words. Tor said "Do you have about 250,000 words and a convenient break point so we can get a book out the door? You can complete things in another book." The end result was the fourteen book series we have.

I knew people who gave up partway through because of the wit between books and the feeling they would have to reread earlier ones to keep up. I didn't go that far. I bet that I would remember enough when I read the next book to not have to reread earlier ones, and was correct. Jordan's two biggest strengths were the ability to juggle multiple plot lines without dropping balls, and being able to give each character a unique voice, so you didn't lose track of who was talking in long patches of dialogue.

I'd also make a case that WoT was science fantasy, not pure fantasy. There are hunts in WoT that the age we live in was the one *before* the Age of Wonder that preceeded the one in WoT, with dim legends of the nations of Merk and Mosc dueling with lances of fire. There are also hints than men visited the stars in the Age of Wonder, and the One Power was simply the source of energy they used. The ending of WoT has other forms of energy being harnessed so the One Power needn't be used for everything.
Now this is a really interesting question and honestly not the type of thing that I have ever actually given a thought when choosing a book. If the book sounds interesting, I would read it regardless of whether or not the protagonist is evil. In fact, now that I think about it, a villain protagonist could actually make the story better because of how unique it is. Since I haven't read that many books from this type of perspective, the only one that I can really think of is the Song of Ice and Fire series by George R. R. Martin. I don't think there are any one character in the books that could be highlighted as the protagonist as the author continually switches the viewpoint between characters. Some of these characters are good, some are neutral and some are downright villains. It is one of the things that has made the books, and now the television show, so good.
First you need to figure out what it is that draws you to these types of books specifically? Is it the dragons, like Smaug in The Hobbit or Drogon, Viserion and Rhaegal in Game of Thrones? If so, then read the Dragon Keeper trilogy by Robin Hobb. Are you more drawn to stories with powerful wizards like Gandalf that has to master their power? If so, the six titles in the Earthsea series by Ursula K. Le Guin might be to your liking. Does the story arch of seemingly ordinary people who have to step into an important role to save their world intrigue you? Then read the Sword of Truth books by Terry Goodkind. Finally, if you like reading about protagonists who go through extreme hardships before they learn how to use their special talents or gifts, then read the Books of Pellinor Series by Alison Croggon.
Atlas Shrugged by Ayn Rand. It's not often that a book has me on the verge of throwing in the towel, but Atlas Shrugged did this almost every other page. In all honesty it was my first Ayn Rand novel, which in hindsight could have been a mistake, but I had heard so much about it that I know that I had to read it. The book felt very contrived to me and I had a really hard time to empathize with any of the characters. I also disagree with the political and philosophical ideas of the author on a fundamental level, which obviously makes it even harder to read the book. However, I still feel that it is a very important book if for no other reason than the fact that even now people are arguing about it and you can hardly mention the book without people having an opinion about how good or bad it is. In the end, I am glad that I read it, but it is not one for the "easy reading" list.
It is rather interesting how we have all been conditioned to think that the protagonist of a story is always a hero, and will in almost all cases prevail over whatever adversity it is that they are facing. It takes a brave hero to write stories about morally ambiguous heroes and even more so to make the protagonist of your tale an outright villain. It always comes with the risk of alienating or even outright disgusting your readers, which is why few authors risk straying off the well beaten path. If you would like to take a walk on the dark side, these are my recommendations for books that foregoes the typical lilly-white heroes for someone a little darker.

- Lolita by Vladimir Nabokov ~ This is perhaps one of the most well-known and controversial books ever written from the perspective of a villain. Not only is a middle-aged literature professor, but he also becomes interested in a 12-year old girl in a very unsavory manner. It progresses to the point where he even becomes the stepfather of the girl just so that he can become involved with her. The whole book is narrated by the villain and reading about his obsession is quite jarring. Nevertheless, it is a very good book even if the subject matter is rather uncomfortable.

- Crime and Punishment by Fyodor Dostoevsky ~ Some would call Rodion Raskolnikov, the protagonist of Crime and Punishment, an anti-hero, but in my eyes he is a total villain. While he may believe that his motives are "pure", he still ends up killing people for his own selfish needs. Even the fact that he shows remorse for his deeds and feels the urge to confess doesn't make him a hero.

- The Picture of Dorian Gray by Oscar Wilde ~ Dorian Gray is an interesting example of villain protagonist simply because the protagonist doesn't start out as evil. It's a very familiar story, but in recap, it's about a young man who trades his soul in return for a painting of him aging instead of his body. He then goes on to pursue a hedonistic lifestyle that results in him causing people to commit suicide, killing people in anger and blackmailing others. He does eventually repent for his crimes in a way, but he is still a villain for most of the book.

- The Broken Empire Trilogy by Mark Lawrence ~ Just to prove that I do read a couple of more recent books, I would include the Broken Empire Trilogy by Mark Lawrence. The protagonist, Jorg Ancrath, does a couple of things that would make even serious villains flinch. The fact that he is a very damaged individual due to some of the traumas that he faces explains a lot of his actions, but it is at times very hard to root for a character that sinks to the depths that he does. Due to the fact that he isn't completely irredeemable, he could be considered an anti-hero instead of outright villain, but I think the families and friends of the people who he has murdered in cold blood might be inclined to strongly disagree.