Man, I was married to Shogun for a 6 week period in highschool. I didn't do anything other than read that sucker, day after day. Amazing book. I re-read it again every couple of years. A real "epic" in ever sense of the word...
Other than that, King Rat is another good one. Very gritty. I tried getting into The Noble House and Gi-Jinn, but they didn't really grab me right off the bat. I was thinking about giving them a try again in the future.