I think that you might enjoy the Valdemar series by Mercedes Lackey. The focus of each book or groupings of books usually centers on 1 or 2 characters. The entire series encompasses hundreds of years of time so that once you understand the basic framework of this "world" then you are able to understand how things tie together. I really enjoy her character development and the interplay of politics, religion, and economics with the plots "main Problem". The variety of people and the "Companions" make this a unique series of books.
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