I second the person who mentioned Ken Follett's historical fiction books (most of his books are spy novels; I've never read them as I've never been interested in spy novels). They're all long (900+ pages) but fast reads. Pillars of the Earth was probably my favorite. World Without End was its sequel, set 200 years later. I've read the first two books in his Century Trilogy and thoroughly enjoyed them too.
In a similar vein is the book Cathedral of the Sea by Ildefonso Falcones. It took about 100 pages to get really good but I think a lot of that had to do with the translation rather than the contents of the story.
I really liked Lonesome Dove too. I'm not into Westerns but that one in particular is very good. It's also long but very enjoyable. I've read one of its sequels (well, I suppose it was a prequel) and liked it too, although not as much as the original.
I've read the first two books in Stephen King's Dark Tower series and really liked them too.
It's been awhile since I've read it, but I remember really liking Don Quixote. I used to read a lot of fiction and did read a lot of shorter books, but for some reason I'm only remembering the long ones.
