In no certain order:
Eric Neilson - Author of the Golden Axe series which follows the adventures of Viking Haakon Oleson as he seeks out treasure, women, and family pride. He is aided in his adventures by the hand (or axe) of Thor himself, who sees in him the final arbiter of the Viking way. * This author has apparently vanished off the face of the earth, because the series was written in the early 80s, and he hasn't written anything since. *
Robert Howard, Fritz Leiber, Karl Edward Wagner - The Godfathers of Sword N' Sorcery so to speak with their characters of Conan (Solomon Kane and Kull to a lesser extent), Fahrd and the Grey Mouser, and Kane the Immortal.
Janny Wurts - from book to book, I've followed her characters and stories, and with each passing book she shows her readers that she writes to no certain style nor cause.
Mickey Zucher Reichert - While I haven't followed her latest works, her Renshai series has been a personal favorite (and is in constant rotation) for quite a while.
Dennis McKiernan - Mithgar, enough said. The author is honest enough to admit that Tolkien heavily influenced his earlier works, but he quickly gained a style all his own. I'm eagerly following him into his 6 volume series in the world of Faery. His books are generally comfort reading, as I can always pick up his novels for an entertaining yarn. I like the fact that he attempts to write each novel with a theme in mind, be it The essence of evil (Evil is bad!) or human's destructive nature.
That's more than five, but oh well.
EDIT: A few authors that I'll buy regardless of subject are David Eddings, Terry Brooks, Raymond Feist, Terry Goodkind (I'm not sure if I'll follow him into his philosophy kick after Chainfire).