I almost hate to recommend...The Wheel of Time series. But...Ok, so the author died before it was finished. Just so you know. And, well...there may be a couple of...issues BUT this is the most amazingly detailed world of any books I've ever read. How anyone could keep all of it in his head is beyond me. There are strong female characters (in fact, the "magic" of the world can only be safely used by women, and the political force behind most of the thrones is the organization run by the female mages). And, like I said, the detail is beyond belief. My friends and I spent hours discussing these books in college. If you want something that will take you a VERY LONG TIME to read, pick these up.

From an anthropological standpoint, you'd probably spend the bulk of your time thinking about which cultures Robert Jordan stole all of his ideas from, though.

There are rumors that the last book was completely outlined and is being finished by his son.