Paladin of Souls by Lois McMaster Bujold has been on my to-read list for probably 6 months at least, but I finally got it from the library and gave it a whirl. (The delay was not due to any fault of the book; I just hadn't gotten around to picking it up at the library for a while, and the last time I looked for it the one copy they have was checked out.)
For the record, though it is not a direct sequel to any books, it does take place in the same world with some of the same characters as The Curse of Chalion. While it is not imperative that you read Curse first, it does take place before Paladin and I think I would have found the learning curve to be less steep if I had read it before tackling Paladin. But do as you please; the learning curve is still manageable in Paladin even on its own (for me, anyway), even if it did take me a few chapters to get all the characters straight in my mind. (This was mostly due to the names being unusual; they all fit together with the world building quite nicely, but it took me a while to get used to the style.)
I have really enjoyed all of Bujold's science fiction works, and it's interesting to see the difference between her style with the Vorkosigan saga and her fantasy books. It's almost like reading a completely different author, though you still get all the rich characterization I've come to expect from her books. Watching the character development in Paladin of Souls was especially refreshing. It is an excellent example of a character who is not particularly good at anything and has virtually no future developing into a capable, confident woman with a clear purpose in life. What's more, the main character is a widowed 40ish woman - not your typical protagonist, and yet somehow you find yourself rooting for her the entire time. One of the most difficult things about character development is leaving room for growth in your protagonist while still making the reader like them from the get go, and Bujold pulls that off beautifully. And for anyone struggling with that in their own writing, one of the biggest ways she makes that happen is by having her protagonist be extremely proactive. In the very first chapter we see her mulling over her stagnating life and taking steps to try to change it. No puttering around, bemoaning her fate; she tries to run away immediately. (Sorry if I spoiled the first chapter for you. Don't worry, a lot more happens after that.)
Anyway, I highly recommend trying Paladin of Souls if you're in the mood for some epic fantasy. Expect a review of Curse of Chalion soon too (as soon as I finish it).