As they say, last but not least... I can't remember why, but I really liked the Blood Sword gamebooks. They were really thick and I think they had lots of neat puzzles and a good combat system.

The other books here are nothing to sneeze at but are all decent series.  I haven't read many of them yet and so can't comment.  Note the two Ultima novels based loosely on the game series of the same name (and sought after by many an Ultima collector).