Gaiman may be my favorite writer. I just love American Gods to death.
Okay, here's a few, mostly fantasy:
Joe Abercrombie: First Law Trilogy, Best Served Cold, The Heroes, A Red Country (forthcoming). Dark, gritty epic fantasy. The trilogy is told primarily from the standpoint of a torturer, an asshole of a nobleman and a barbarian warrior. The standalone books involve a few recurring characters, but are...standalone. The Heroes in particular is pretty awesome, about a 3-day battle. Some of my favorite books of all time, all written in the last decade and there's more to come.
Jim Butcher: Dresden Files and Codex Alera. He's best known for the Dresden books, which is some of the best urban fantasy going (about a wizard who works as a detective in Chicago), but he also wrote a more traditional epic fantasy series called Codex Alera, which began, as I recall, when he was challenged to create fantasy based on Pokemon. It's pretty hilarious, but it turned out well.
Glen Cook: The Black Company. It's a 10-volume dark epic fantasy series about a mercenary company told primarily in first person, initially by Croaker, the company doctor and annalist and later by Murgen, who takes over the annalist duties. Fantastic series written from the mid-80s through the late 90s.
Larry Correia: Monster Hunter and Grimnoir series. The Monster Hunter books are present-day urban fantasy about, you guessed it, monster hunters, and the Grimnoir series is historical fantasy set in the early 1930s, sort of a mash-up of film noir and fantasy. Love both series.
Lev Grossman: The Magicians and The Magician King. Basically a wonderfully dark mashup of CS Lewis and JK Rowling, written for adults. Came out fairly recently. Really excellent.
Richard K. Morgan: Takeshi Kovacs series and A Land Fit for Heroes. This stuff is adult. With a capital 'A'. The Kovacs series is science fiction, basically hard boiled detective stuff set in the future, filled with sex and violence. A Land Fit for Heroes, which he's currently writing, is the fantasy equivalent, but some people may have trouble getting through it because it features some graphic depiction of homosexual acts. Fantastic writer and fantastic stories if you can get past that.
Patrick Rothfuss: The Kingkiller Chronicle. An epic fantasy trilogy (2 novels currently finished) which autobiographically tells the story of a musician/mage/adventurer by the name of Kvothe. Extremely well done.
Kristine Kathryn Rusch: The Diving Universe. She's an extremely prolific author who's written everything from romance to mystery to fantasy, but what I know her for is her Diving series, which is science fiction centered around an antisocial wreck diver named Boss. Just a fantastic series, what I've read of it (there are currently 3 novels, I've read the first 2).
Adrian Tchaikovsky: Shadows of the Apt. A multi-volume epic fantasy series set in a world where different groups of people (called kinden) take on aspects of insects. So you have people who are like ants and people who are like dragonflies and people who are like flies and beetles and all sorts of things. Some of them show physical attributes of this association, some have special magical abilities like wasp stings or fly wings. Further, there's an ongoing conflict between people who use magic (the inapt) and who use technology (the apt). So you end up with a relatively unfamiliar fantasy world that's to me reminiscent of steampunk in some pretty cool ways. There are guns (that aren't really guns) and blimps and trains and all kinds of cool stuff, but there's also magic, which the apt refuse to believe in. It creates some really interesting conflicts. Tchaikovsky does a fantastic job at telling his stories and is great at characterization, and he's not afraid to have characters fail or even die. One of my favorite currently ongoing series.