Well, I'll second Gene Wolfe's 'The Knight' and add in my two cents by recommending Guy Gavriel Kay.
It should be easy enough to try out something by him, since the majority of his books are self contained stories. His most recent book, 'Last Light of the Sun' is based upon Norse mythology. While the others are all based upon different times/regions of history as well. French, Spanish, Byzantine(set of two books), etc.
His only trilogy, 'The Fionavar Tapestry' is very much in the Tolkien mode, but you may want to give it a shot anyway. It's your basic Tolkien-esk good versus evil story, but it's so well written that I've never minded that.