I don't have all of the books for either series, but do have most of them. For Malazan, I'm missing book 10 and for Thomas Covenant, I'm missing books 4 & 5. Both are fantasy series and both have 10 books total. Malazan should be one continuous story spanning 10 books, whereas Thomas Covenant is 3 related stories spanning 10 books (3 books for the first and second stories and 4 books for the last). I have previously read the first book of Malazan before, but stopped a couple chapters into the second one. I can't remember exactly why I stopped, but it wasn't because I didn't like the story.
If I do go with Malazan, I'm thinking I'll reread the first book and go from there. A refresher would be nice with my terrible memory. In either case, if I get close to needing the next book I don't have, I'll likely just order it online, or maybe get lucky at the book store beforehand. Thomas Covenant's big appeal right now, is that I'd only have to read 3 books to get a conclusion.