I second TJ's recommendation of the Carol Berg books, although as much as I like those two series I would recommend her Collegia Magica books more, if you've never read them. Lots of mysteries (in both senses of the world), plenty of magic (but not of the fireball-flinging sort), a world you can fall into. Not so much in the way of travel, although there is more of that by the third book in the trilogy. Intricate politics involving magic, religion, and royal courts. Very intense, as are all Berg's books, but the series does not take place in a time of war, so even though small troops do move about a bit and there are a few armed clashes, there is not much focus on that sort of thing.
I'd also agree with SilentRoamer and vanye about The Curse of Chalion, and (though Chalion is my personal favorite because I love the characters) the two other books in that series. Only a little bit about armies. Not much travel there, either, in the first two books except within a limited area, though the world does open up by the third book (which is The Hallowed Hunt, not a sequel, but set in the same world though a different era and a different country—so you could read it as a stand-alone—and you might quite like that one because it involves shamanism and animal spirits.). Interesting theologies, mythologies, histories, and great characters.
If you haven't read Tanith Lee's Flat Earth books they might be exactly what you are looking for. They are rather episodic though. But the writing is gorgeous. Or her Vis books, where there are battles but they are definitely not the focus.
A rather obscure book (which never got the recognition I think it deserved) is The Eye of Night by Pauline J. Alama. It starts out like it is going to be a light-hearted adventure story but grows more serious as it goes on, and deeper into the nature of the gods, religion, reality. The characters are pretty constantly travelling.
