This list is roughly in order, with #1 being my choice for best. Also, no LOTR simply because it is the obligatory best fantasy trilogy, and it takes up a space that could be filled with something else.
My favorite dark horse trilogy. I didn't like Weeks at first, or even this trilogy. It took me about 100 pages to actually care about the story and characters, and the entire first part to get me hooked. Highly recommended.