I'd stay away from the Wheel of Time series if you just want one or two books. I justed wanted to read the first one and wound up with the whole series.
The first one is a hard read and one tends to use the glossery in the back alot. (TOR split the first two books in half to make the easier to read.) Zane Gray and Louis Lamour books are some of the best Westerns I've read. Toss me in with the Clancy and Griffin lots for the military books.