[pawsplay]

Yrth is a good setting, but ultimately it's the SCA + Sleeping Beauty. In canon, there are few interplanar rifts or faerie trods, fairly limited battle magic (but rather extensive strategic spellcasting), and so forth. It's fine if you want to hunt renegade knights, reclaim dwarven mines from orcs, or rescue pilgrims from religious zealots. If you want to play the A-team of a shapeshifting wizard, a hulking barbarian swordsman, a conniving tomb robber, and a clerical antiquarian, you can do it, but you're already stretching the limits of the setting. If you are seeking out a renegade wizard who's stolen a priceless orb and who may be trying to achieve immortality, but who turns out to be a strange, shapechanging humanoid from the eldritch past, you've broken them. If you want to "go slay some frost giants and dragons," you are not adventuring in Yrth.

GURPS Celtic Myth has some of the right sorts of characters, but first of all, it's third edition, and second of all, it's tied up in themes what are not a part of modern genre fantasy and fairly antithetical to conventional action-adventure gaming.

GURPS Conan is obviously a nice thing.