I really liked the "Otherland" series. If you are a fan of metafiction, you'll love it. Fundamentally it's sci-fi, but written in the style and cadence of fantasy. Without giving the plot away, the 4 book series takes you through historical events, imagined fantasy settings and through other works of fiction. There are elements that are perhaps a bit overwritten, but all in all it has a special place on my shelf.

The shadow march series is straight ahead fantasy, more cohesively (though maybe a bit less colorfully) written. Shadow march and shadow play were excellent. My attention waned a bit in the following two. Perhaps the same pacing issues the other commenter mentioned.

War of the flowers is a one off storyline that I remember enjoying, but it's tone was a bit more young adult if I remember right.

I've read his Memory, Sorrow, and Thorn trilogy. Epic dark fantasy, great characters and worldbuilding. The plot is good too, but the pacing goes off rail sometimes.

I can very much second the “Otherland” series. I’m not much of a fantasy fan (and can’t manage to sink my teeth into Williams’ other series because of that), but I found Otherland to be a very enjoyable and memorable series. Definitely worth it just for Otherland.