Top Five:
Tolkien's Legendarium (encompassing all of his Middle-Earth related writing, which I consider to be one story/series)
Gene Wolfe's Solar Cycle (The Book of the New Sun, Book of the Long Sun, and Book of the Short Sun)
The Chronicles of Thomas Covenant, by Stephen Donalson
The Wheel of Time, by Robert Jordan and Brandon Sanderson
Mistborn, by Sanderson
Honorable Mentions:
Harry Potter, by J.K. Rowling
The Riddle-Master of Hed, by Patricia A. McKillip
The Earthsea Cycle, by Ursula LeGuin
The Chronicles of Amber, by Roger Zelazny
The Dark Is Rising sequence, by Susan Cooper
Discworld, by Terry Pratchet
The Chronicles of Narnia, by C.S. Lewis