@bgt lover, I did consider recommending the wheel of time, but there's already a long topic about that and about fantasy books so thought I'd hold off on the WoT discussion here too much.
I still need to try thee Stephen Ericson stuff, the webmaster of fantasybookreview.co.uk lists it as one of his favourite series, and since he's also a huge fan of other authors I like like William Horwood that is a good reason.
Actually, anyone looking for something extremely different, which does deel with religious and philosophical questions, as well as being a great, long and complex saga William Horwood's duncton series, especially the first trilogy aka the duncton chronicles, and even more especially books 2 and 3.
The story involves a society of moles living around Britain. They're limited mostly to the ways moles naturally behave, they mate in spring, live in burrows, eat worms etc, however equally have their own society, religious beliefs, and indeed religious wars, characters with love and hate, loss, triumph and spirituality.
The series deals with both religious faith and religious mania, the natural world, insist, the nature of evil, redenption and damnation, romance, and of course a lot about nature.
it's sort of hard to some up easily, but lets just say along with lord of the Rings it's one of those books I go back to every few years.
Oh, and as a bonus, the moles even write in braille, or at least "scribe", texts in a written language which is felt by touch :d.
Horwood also wrote a sequel series set generations later called the book of silence, which were good and worth reading, but not perhaps as transcendently amazing as books 2 and 3 of the first trilogy.
Indeed, Iv'e considered doing a blog reread of Duncton, chapter by chapter with commentary.
Oh and Wing of Iturnity, I wouldn't say they're close to Schopenhauer, but worth reading nonetheless.
With our dreaming and singing, Ceaseless and sorrowless we! The glory about us clinging Of the glorious futures we see,
Our souls with high music ringing; O men! It must ever be
That we dwell in our dreaming and singing, A little apart from ye. (Arthur O'Shaughnessy 1873.)