I remember enjoying Faerie Tale a lot when I read it, and most of the Charles De Lint books are worth a look - I most recently read Onion Girl, which was great.
I'm currently one book into the Soldier Son trilogy by Robin Hobb, and can't wait to get stuck into book 2. It's fantasy of course but if you were to parallel real world settings its most like a frontier tale, think settling the American West with indigenous cultures (other species here) and even some foreign plagues causing chaos a la smallpox. Maybe one to look at if you want fantasy away from the medieval setting. Robin Hobb in general is a great fantasy writer, and the Farseer trilogykept me up til the early hours when I read that.