Any game that would be associated with the medieval times pretty much has some sort of "mage" character as you put it.
If you don't like an extreme grind I highly recommend Ultima Online like Aran said. Other games of interest are FFXI...(kind of grindy), but requires a lot of team work and you will have to rely on others at different points in your career.
May or may not be for you.
Another game is Lineage II...(very grindy), and has many sorts of race and class choices.
That said, I've played all three. I have played mage classes in all of the above games. From my understanding WoW is not that much of a challenge. No offense to you of course, just not my cup of tea (too cartoonish).
Lineage II is bar none the most extreme choice. You can be attacked anywhere, at any time...and you yourself can attack anyone at anytime.
At the high end stages of the game there are castle sieges, which if you are part of a clan that controls an area, have great implications.
Everquest II has different mage classes...I've not played the game. I ended up deciding on Lineage II vs. EQ II because EQ II had too many choices in my opinion. Hope that helps.