I've been really enjoying The Wayfarer series by Becky Chambers. A little on the lighter side, but great world building imo
I'll second that. Firefly meets mass effect minus all that distracting gun fighting mularkey. World building and character development all the way. A solidly enjoyable read.
The Three Body Problem trilogy really made my visual imagination go wild with its sci-fi concepts within the books' world. The story spans a huge timeframe, and thus you get to see many wildly different ways of living with a story full of twists. Each book got crazier conpared to the previous one!
Yes, I second 3BP!
If you like space pirates, the Revenger series by Alastair Reynolds is a good trilogy.
Disclaimer: I'm a huge fan of multipart series. My current favourites are:
Fantasy: "The Realm of the Elderlings" by Robin Hobb
SF: "Manifold" Trilogy by Stephen Baxter
Both works are epic beyond measure, full of incredible ideas, and a joy to read (at least for me that is).
Neal Asher is a sci-fi favourite of mine.
In the classic fantasy category, you're probably already familiar with Diana Wynne Jones and Terry Pratchett, but if not, both are good for escaping reality. Jones has a fairly consistent style, so pick anything by her. Pratchett varies a little depending on the genre he's satirizing, so YMMV on specific books, but I think he offers something for any fantasy fan. Don't worry too much about reading the books in sequence for either Jones or Pratchett, especially Pratchett. For sci fi, William Gibson is required reading if you like cyberpunk and don't mind weak female characters, and I find his prose absorbing. Don't worry about sequence for his stuff, either, backstory is not a major component in most of his books.
For more recent stuff, Kate Elliott's Court of Fives books are absolutely riveting. I wouldn't call them pure escapism from an emotional standpoint, since there's a lot of social realism (particularly in the areas of racism, sexism, and class divisions), but the world-building is second to none, and good triumphs over evil most of the time.
The Stormlight Archives series by Brandon Sanderson
Hyperion!
The cry of the Icemark - maybe a bit young, but the story is fun, the pace is quick and the description of battles is brilliant
The Waking Fire by Anthony Ryan is pretty great, or the Black Prism by Brent Weeks.
Anything by Brandon Sanderson is great (The Stormlight Archives or Mistborn is probably the best starting point).
The Revelation Space series by Alastair Reynolds is imaginative, entertaining, well paced, and immersive.
Edit: House of Suns is also a very good one by him.
Behind the Throne by K. B. Wagers I really like all of her books. This is the first in a series. Lots of fun and very fast-paced
The Locked Tomb series by Tamsyn Muir. However, note that the fourth book is still pending. Also, The Johannes Cabal Novels by Johnathan L. Howard.
The Gentlemen Bastards series has a very cool world and fun characters.
The Expanse for scifi.
Did you watch the show? I just finished and now want to start the books from the beginning so I can get the full series, but it's going to be a very long read.
Greatwinter trilogy by Sue McMullen
https://www.goodreads.com/book/show/250361.Souls_in_the_Great_Machine
Especially with the Orcas now getting pissed off it kinda peaks my interest to read it agin.
Easy to miss but great characters & a very unique world.
Of course Dune is a true classic that should be read by everybody, but on the more obscure side of things, I found the best immersion experience with Ian McDonald’s Luna trilogy. A true masterpiece in my opinion.
I'm obsessed with Mercedes Lackey's Heralds of Valdemar - they are so nice and cozy for me, but exciting at the same time. I've also been reading R. A. Salvatore's Drizzt Do'Urden books, which are also pretty fun. Lynn Flewelling's Nightrunner series is probably my 2nd favorite fantasy series, and the Tamir trilogy.
Book reader community.