The Coldfire Trilogy

You might like Friedman's newer series (Magister Trilogy) which has some darker elements to it (one must suck the life out of a person to use magic). It's not nearly as dark as The Coldfire trilogy though and there is no anti-hero.

Read The Crooked Letter (Book One of the Cataclysism) by Sean Williams for a story set in a horror tinged world with a magic system that's sort of similar to that of The Coldfire Trilogy. It's not the same plot or anything, but it's one of those books that introduces deeper human issues into the fabric of the story and the setting is somewhat reminiscent of the weird world of The Coldfire Trilogy -- a place where monsters and creatures of the dark just lurk around the corner.

If you like the horror aspect of The Coldfire Trilogy where creatures of the dark wait just around the corner out of sight, waiting to pounce on unsuspecting humans, give Peter V. Brett's The Warded Man a read. Not the same style plot and the writing is not as good, but the world portrayed is quite interesting with demons coming out at night prowling the landscape and killing any humans not behind special wards. Only the first book is good, however; the other 2 books were absolute disappointments.

Look at The Abhorsen Trilogy; the world portrayed is one with dark creatures lurking in practically every nook and cranny of the landscape. 

Also read Joseph's Delany's Spook's Apprentice series which is a YA story about a young apprentice who works as a sort of exorcist in a landscape filled with creatures of the night.

The Coldfire Trilogy has a very strong anti-hero. For epic fantasy with a strong anti-hero, you probably can't more anti hero than The Chronicles of Thomas Covenant the Unbeliever.

For a strong anti-hero tale about a prince who decides to take back his throne by fair means or foul (and mostly foul), read The Prince of Thorns by Mark Lawrence. Nothing is similar about the plot, but there may be some overlap between one of the anti-hero characters' in both novels, willing to do anything at all to achieve their goal of power. 

You should also read Glenn Cook's The Black Company books -- I would count these books as dark fantasy. The characters are morally ambiguous and in fact fighting for a side that many would consider "evil" or the "dark lord" (in this case, a "dark lady"). His new series, The Tyranny of the Night, also has some of those dark fantasy elements too -- like the ColdFire world, dark spirits come out at night to attack humans. 

For one more recommendation that features a world somewhat like the Coldfire one (in that monsters come creeping out of the shadows at night), read The Warded Man.

For another epic fantasy series that's character- and plot-driven with some anti-hero elements and morally ambiguous characters, Abercrombie's The First Law series comes to mind. 

The same goes for Martin's A Song of Ice and Fire -- a huge cast of completely amoral "hero" characters. Good and evil are not clearly delineated.

I would also suggest Steven King's The Talisman, which is about a young boy who must enter into a dark fantasy world to save his mother. There is a strong delineation between good and evil, but the world itself is pretty dark. Of course, if you like the Talisman, then King's The Dark Tower (which has some dark fantasy elements to it) is a given read too.

If you don't mind novels that are not your standard heroic fantasy, but have a strong element of "Gothic" to them and a cast of bizarre characters you might find in any horror novel, you can check out some of China Mieville's works (The Scar).

Finally, if you like the whole partial "vampire" aspect of the main hero, you might want to read George Martin's stunning Fevre Dream.'

Solaris by Stanislaw Lem. For a read about a place where people have their desires and whims fulfilled, read the classic Solaris by Stanislaw Lem. It's the same sort of premise (different setting and story of course) as the Cold Fire, just the science fiction version of it on a spacecraft.