Recently I'm trying to find epic (in terms of volume) series to
read with very complex story arc, probably Sci-Fi, but I wouldn't care for Sci-Fi if it would fulfil the other two requirements.

After quick research, I've started reading `Book of the New Sun'
by Gene Wolfe, with intention of reading entire `Solar Cycle'
series.

Right now I'm in the middle of the `Claw of the Conciliator' and
I'm loving it, although I begin to realize that `Solar Cycle' is
not exactly what I was looking for. (I'll finish it nonetheless.)

First of all, `Solar Cycle' consists of `Book of the New Sun',
`Short Sun', and `Long Sun', all of which take place in the same
universe, but I've heard they tell about three separate - not
connected - "stories". Because of this, I didn't pick up
`Foundation' series by Asimov.

Second of all, while its literary style is amazing (and finding
out meanings of words is rewarding in itself, especially when
English is not your first language), storyline is pretty
straightforward, ideas not fully developed (unlike in Stanislaw
Lem), and narration very simple (unlike in Faulkner).

I might be wrong about straightforward storyline in `Solar Cycle'
books, maybe there is more depth in the story than I realize
yet (which would be awesome), but I doubt it...

By complex storyline I mean something more than mere `surprise'
factor, or trick techniques like constant change of time line,
point of views, heroes with amnesia etc. (in fact I hate these
and it's good that Gene Wolfe doesn't do that).