I just read the book and it was a Stephenie-Meyer-bad chore to get through, but this picture makes me eager to stick my sword into Morgaine's black hole, and I'm not picky whether it's the front one or the back one.
It's a series by C.J. Cherryh. One of them was called Well Of Shiuan. Exile's Gate is another. You can find the Omnibus edition (which only has three of the novels, not all four) on Amazon probably. Original cover art for the series was done by Michael Whelan.