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This is an interesting question - which other works carry a similar weight, are "intellectually demanding" and "offer stimulation for imagination and debate"? I have found that few works of the fantasy genre can stand up: Ursula LeGuin's Earthsea series; Frank Herbert's Dune series, which could be classified as space fantasy; Philip Pullmann's These Dark Materials series (not entirely satisfactory, but definitely full of originality, worth reading); and yes, the Harry Potter books, in their own fashion and on their level as juvenile literature, at least in the beginning. However, the genre in which I do most of my reading is a different one, and I find that many of its works can fit into the category which is asked here: historical fiction.
Historical novels can take me to other times and places that are just as fantastic to me as fictional worlds. They give me food for thought, for both imagination and intellect, and bring to life a period of time which I was not able to experience directly in my lifetime. (I can only fantasize about living in Medieval England, for example, or Colonial India, just as some readers fantasize about going to Middle-earth.) The fact that they include actual history does not lessen their impact on my imagination; the very thing that makes Tolkien's Middle-earth come alive is, after all, verisimilitude. I find that the LotR often feels more like an historical novel than like any run of the mill fantasy.
I have read hundreds of historical novels in the course of past decades, so I can list only a very few favorite books that stand out in my memory - which speaks for their quality! (I have not included the classics, such as Dickens, Austen, etc., only more recent modern authors.)
The Pillars of the Earth - Ken Follett
Pope Joan - Donna Cross
The Physician - Noah Gordon
The Far Pavilions - M. M. Kaye
Oh, and if you haven't read C. S. Lewis' space trilogy, that definitely has more depth and interest than the Narnia books (which should in all fairness be compared only to other juvenile literature).
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'Mercy!' cried Gandalf. 'If the giving of information is to be the cure of your inquisitiveness, I shall spend all the rest of my days in answering you. What more do you want to know?' 'The whole history of Middle-earth.. .'
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