Books

In the classic fantasy category, you're probably already familiar with Diana Wynne Jones and Terry Pratchett, but if not, both are good for escaping reality. Jones has a fairly consistent style, so pick anything by her. Pratchett varies a little depending on the genre he's satirizing, so YMMV on specific books, but I think he offers something for any fantasy fan. Don't worry too much about reading the books in sequence for either Jones or Pratchett, especially Pratchett. For sci fi, William Gibson is required reading if you like cyberpunk and don't mind weak female characters, and I find his prose absorbing. Don't worry about sequence for his stuff, either, backstory is not a major component in most of his books.

For more recent stuff, Kate Elliott's Court of Fives books are absolutely riveting. I wouldn't call them pure escapism from an emotional standpoint, since there's a lot of social realism (particularly in the areas of racism, sexism, and class divisions), but the world-building is second to none, and good triumphs over evil most of the time.