I'm not quite as compulsive as you seem to be about finishing books, but if I start a book, I almost always finish it. That being said, I tried reading the first book of Jordan's Wheel of Time series and couldn't even make it through. It was boring, and the characters didn't appeal to me at all.
I do recommend George R. R. Martin's A Song of Ice and Fire series, starting with A Game of Thrones. I also recommend Katherine Kurtz's Deryni series. It amounts to about four trilogies, set at different times in the history of the fictional Kingdom of Gwynedd.
spies gamers, a bunch of *****y little girls." - Sam Axe