I always answer questions like this with the novella (available as a separate book or in a collection with three other of the author's novellas) The Unconquered Country (1986) by Geoff Ryman, which is brilliant and unlike any other fantasy you will ever read.
The Silvered by Tanya Huff. Set in an early industrial sort of world, expanding empire attacking its neighbours, story starts as they attack a nation with magicians and werewolves - the werewolves are the ruling family. Strictly speaking not called werewolves - known as the pack.
Seconding Victoria's suggestion of The Circus of Dr. Lao, a great satirical fantasy. (Noting to self to look into the Ryman.)
Some stand alone fantasies, a mix of various types, not just secondary world: The Lord of the Rings by J. R. R. Tolkein (yes, I would have mentioned if you'd asked for series/trilogies, since that's how it was packaged; Tolkein saw it as one large work, though) Jonathan Strange & Mr. Norrell by Susannah Clarke (there's a companion volume of short stories, The Ladies of Grace Adieu, that isn't necessary for enjoying the novel, but are good reading on their own) Something Wicked This Way Comes by Ray Bradbury The Land of Laughs, The Voice of Our Shadow, Bones of the Moon by Jonathan Carroll The Last Unicorn, A Fine and Private Place, Tamsin, The Innkeeper's Song by Peter Beagle (not related novels; there is a story collection related to TIS, Giant Bones, but it's not necessary to read it with the novel) The Red Tree by Caitlin Kiernan (dark fantasy) A Feast of Sorrows by Angela Slatter (story collection, with the feel of fairy tales) The Forest of Forgiving by Theodora Goss (story collection, with the feel of fairy tales) Briar Rose by Jane Yolen The Face in the Frost by John Bellairs Deadfall Hotel by Steve Rasnic Tem
Victoria is right, though, that a little information on what you like would make it easier to hit that target.
Crom by Eric Flint The Anubis Gates by Tim Powers The Forgotten Beasts of Eld. By Patrica McKillip Magus Rex by Jack Lovejoy The Star Rover by Jack London The Lost Continent by C J Cutcliffe Hynd The Dark World by Henry Kuttner Black Gods Kiss by C L Moore Conan The Hour of the Dragon by Robert E Howard The Ship of Ishtar by Abraham Merritt And the Devil Will Drag You Under by Jack Chalker
Some suggestions that I've read in the last few years:
Adrian Tchaikovsky's Guns of the Dawn
Katherine Addison's The Goblin Emperor
Naomi Novik's Uprooted
Chris Wooding's The Fade
Claire North's The First Fifteen Lives of Harry August
I must fourth Tigana - arguably as good a stand alone as has been written in the genre - and echo williamjm in pointing out a lot of GGK's books are stand alones if you get along with it.
The Bridge of Birds by Barry Hughart is technically part of a series but works very well as a stand alone and is a wonderful blend of humour, mystery and Chinese myth.
Beyond that, which I recommend to everyone, do you have a preference for what type of stand alones/do you object to stand alones that are loosely tied to other books (i.e. the Discworld standalones)? The Hour of the Dragon and Jonathan Strange and Mr Norrell are both highly thought of stand alones, but very different experiences.