The follow-on books to this (Death of the Necromancer and the "Fall of Ile Rien" troilogy) are better. But they are Euro-centric.

Also, she's written a very wonderful un-European fantasy, The Wheel of the Infinite, which really doesn't get enough love. The main character is a crabby, temperamental but romantically active older priestess, and the setting vaguely resembles pre-industrial Indo-China - perhaps Cambodia. An excerpt is available at Wells' site.