Good Dark Fantasy Books?

You HAVE to read some Brent Weeks! Some scenes in those books are distinctly uncomfortable and that's not always due to the adult nature. Some of it is simply due to the lack of glamour that fantasy novels have a habit of putting on things such as poverty, killing and imprisonment. Even being of royal blood or having mystical powers is painted with much darker inks than in most fantasy novels.

Also if you're look for stories that lack for a completely sugary happy ending read Robin Hobb's Faseer and Tawny man books. Sometimes the ending could be considered happy but there's usually a bitter twist (A little reminder that we can't have everything in life.)

I also think Sabriel, Lirael and Abhorsen are quite dark, though obviously aimed at a younger audience and the endings themselves are happy.

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All of these books focus stongly on the character journey and their personal weaknesses struggles and decisions. Whilst the characters effect may be far reaching in all three the characters main motivation for their actions is not the far reaching and noble/evil ones but more simple close to home and often selfish actions.
 
You definitely want to read the first law series, and the two additional books by Joe Abercrombie.
 
Drawing of The Dark by Tim Powers great historical fantasy with supernatural elements

I haven't thought of this book in years.
I remember it as a great book with a unique play on lagers and the Arthurian mythos.
 
Most of the ones I'd recommend have already been mentioned but I'd like to add Mark Lawrence's Prince of Thorns. The next one in the series has been released recently King of Thorns . Not read it yet as saving it for the train journey I'll be taking at the weekend.
 
Per your request for Toklienesque like worlds. Try the Thomas Covenant series by Stephen R. Donaldson. There are no dwarfs or elves, but there are giants, trolls, magical horses, and Balrog like creatures called Urviles. Lord Foul is the Sauron of this world.

These are dark stories indeed written like what would happen to the good guys if the forces of evil really were overpowering. Our heroes come out on the losing end so often that when they accomplish even a token (Tolkien?) victory it has a very powerful effect on you.

There were two trilogies written a few decades back. A third trilogy was written in the last ten years or so. You can find them all by searching for Thomas Covenant the Unbeliever books.
 
In Epic Dark Fantasy:

1. Surprised no one has mentioned Steven Erikson's Malazan Book of the Fallen series, and its companion books by Ian Esselmont, the Malazan Empire books. Erikson has just released the first book of the prequel trilogy.

Dark, gritty, violent, and bloody confusing if you don't pay close attention. Not everyone's cup of tea, but good stories, and lots of reading material. High fantasy, but nothing like Tolkien's high fantasy (no dwarves or elves, but lots of other races that would make Tolkien's orcs and trolls seem like good company for High Tea)

2. Janny Wurts' Wars of Light and Shadow. Not as dark as some, but with a good balance of dark and light (not to mean a barfed-up Hollywood ending), and an excellent dissection of perception when it comes to the public's view of politics and history. Very twisted and convoluted plotting, and the best characterization in modern fantasy.
 
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