As far as fantasy goes, though I enjoy writing it, I have actually not read that much. I loved the Dragonlance series, but only the first two trilogies, the ones by Weis and Hickman (Chronicles and Legends). I enjoy Tolkien's works, but you already mentioned those.
I like Robert E. Howard's Conan books as well, they are quite vivid and intense. Not terribly deep, but fascinating, like the man himself. Has anyone ever seen the Whole Wide World? Not really on topic, but a great movie about his interesting, if tragic, life. He used to yell out the words as he typed them.
The Whole Wold World
I very enjoy the works of sci-fi writer Robert Heinlein, and highly recommend
Stranger in a Strange Land. I think the main character, Valentine Michael Smith had a certain INFJness about him.
I think
Kim by Rudyard Kipling is a great adventure. Based in reality but reads like fantasy.
Regarding fiction in general, I recommend anything by W. Somerset Maugham. I am fairly certain he must have been an INFJ. I especially recommend
The Razor's Edge and
Of Human Bondage.
One book I very much enjoyed is The Red Tent by Anita Diamant. It is historical fiction (biblical in this instance), and details the life of Dinah, daughter of Leah and Jacob. It is told from her perspective, and it quite a beautiful tale.