My favorite of all times for sure: the 6
Dune novels (by the late Frank Herbert)
On second place: the
prequels of the Dune books (written by his son Brian Herbert and by Kevin J. Anderson)
Dune is _the_ classic and most praised SF series of all times. Many other books, stories, music*, movies**, games***, etc. are based upon the vast and complex story. It isn't just a SF story, it is thé SF story. Including every possible aspect of life, economics, politics, ecologics, sociology, culture, etc... etc...
If you think LOTR is complex and includes many aspects and Tolkien made something vast, try to read Dune. Tolkien created a vast, complex and detailed world and timescale. Frank Herbert created a whole universe with hundreds of different vast, complex and detailed worlds, all over a timescale from tenthousands of years. I takes years to understand everything within Dune...
* Many bands have used texts and poems from the Dune chronicles. Many bands have named theirselfs after Dune or one of its characters or something. Some of the score of the first Dune movie is used in TV shows, etc...
** Many movies have elements which are based upon Dune. Yes even the all famous Star Wars is known to have incoörperated some elements. In fact the whole big storyline of Star Wars is almost the same as Dune (human create machines, machines take over, human takes over, somebody stands up and becomes the hero/leader/god) George Lucas was also a heavy Dune fan, etc...
*** we all know the C&C series and all the other strategy games that derived from it. Well, C&C would never been made if it wasn't for the first real popular RTS game, Dune2...
**** Everything is too much and too big to explain, the web is full of Dune related stuff, search it 
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