The Prince of Nothing [http://en.wikipedia.org/wiki/Prince_of_Nothing] trilogy has a bit of political intrigue, but it's not really the focus at all.
Any of the short story collections (Dandelion Wine, Martian Chronicles, Illustrated Man, I Sing the Body Electric...) by Ray Bradbury would probably qualify as fantasy more then Sci-Fi, and are almost all worthwhile.
If you like demons and lore presented in as a recollection of epic events (think Greek/Roman mythology) with very few happy endings, check out Tales From the Flat Earth [http://en.wikipedia.org/wiki/Tales_from_the_Flat_Earth].
For more pulpy fantasy, check out Piers Anthony's Apprentice Adept [http://en.wikipedia.org/wiki/Apprentice_Adept] and Incarnations of Immortality [http://en.wikipedia.org/wiki/Incarnations_of_Immortality] (strong start, but starts to drag a bit in latter books due to retelling the same story from different perspectives -
On a Pale Horse, and
For Love of Evil are my favorites of course).
Or even moreso, there's the classics like The Shadow novels [http://en.wikipedia.org/wiki/List_of_The_Shadow_stories#Belmont_Books_paperback_novels] (think Sherlock Holmes with a sprinkling of supernatural powers), or action like the John Carter [http://en.wikipedia.org/wiki/Barsoom] series.
A little lighter on the traditional fantasy elements, but definitely not the usual fare: Boy's Life [http://en.wikipedia.org/wiki/Boy%27s_Life_%28novel%29] and Swan Song [http://en.wikipedia.org/wiki/Swan_Song_%28novel%29] (very similar setup to
The Stand) by Robert McCammon.
And uh... many more.
