I love epic length stories as long as they keep surprising me. I don't care for stories that are just wordy for the sake of a huge word count. You should use however many words it takes you to tell the story:-) Why 700 pages when you can tell it in 300? That said, there are several Highlander works that I think qualify as epics that I go back and read every few years. Warning these stories are very adult with violence and sex of many flavors.
The Chaos Chronicles by Eng is an oldie most of you will have either read or heard about. Very alternate universe. Some people complain that the characterizations are not canon. I tend to read it in a head space separate from the compartment I keep my canon of Highlander. Dragons, angels and bears, oh my!
Songs of the Flesh by Sharon Cross is a great story set in the far future -- I don't remember for sure, but I think Duncan is over a thousand years old.
I love The Seduction of the Desert Prince by the Krell and don't care if it is never finished. Thing about it for me is that the story is so strong I don't have to go back and reread even through is has been forever...
This may or may not be considered epic, but I enjoy Tessa Rae's What If? stories in that that way. Once I start one I have to finish them all. Would Chris's Ignifer series be considered long enough to be epic? Oh, and Becca Abbot's Arcana series is nice and long too. How long is epic? Or is it the style of going from one adventure to the next...