Ken, what do you think about Steven Erikson?
I find reading Erikson to be frustrating, but rewarding. Reading his books is the the literary equivalent of watching a choppily edited action sequence in a movie, or driving over rumble strips. It's just not a smooth ride. But it's strangely rewarding.
Erikson jumps around quite frequently between large numbers of characters. (The one exception is in House of Chains, where in the first part - he always has 4 parts per book - he concentrates solely on one character. That was a really nice change of pace!) I regularly find myself reading about characters for which I have no idea who they are, where they are, what they're doing, or why they're important. But there's enough regularly occurring familiar characters, and enough occasional dry humor, and enough interesting events, that I keep coming back for more. The books usually end with a bang, a large scale event with great implications for later on.
I've also found it easier to read the books in parts. They're so long, that I read one or two parts of a book, then set it aside to read some other things, then return a couple of weeks later. That probably is a big reason why I lose track of some of the characters, but it keeps me from getting burned out.
If you still like things after you're done with Gardens of the Moon and Deadhouse Gates, then I think you're free and clear to enjoy the rest.
Ken