George R. R. Martin's A Game of Thrones Leather-Cloth Boxed Set (Song of Ice and Fire Series): A Game of Thrones, A Clash of Kings, A Storm of Swords, A Feast for Crows, and A Dance with Dragons - George R. R. Martin
Definitely nowhere near finished this series (I'm only thirteen chapters in to the second book, "Clash of Kings"), however; I'd definitely recommend it, even if you're not a fantasy-genre reader. I'd definitely never categorize myself as loving fantasy fiction, but this series is so intricate and well-told that it's hard not to get sucked into the story.
A Song of Ice and Fire, Books 1-4 (A Game of Thrones / A Feast for Crows / A Storm of Swords / Clash of Kings) by George R.R. Martin, http://www.amazon.com/dp/0345529057/ref=cm_sw_r_pi_dp_xm9Mqb1EZKN37