Here are my all-time favorites:
Fiction:
Permutation City, by Greg Egan
Slaughterhouse Five, by Kurt Vonnegut
Going Postal, by Terry Pratchett
Dirk Gently's Holistic Detective Agency, by Douglas Adams
The Golden Compass, by Philip Pullman
And a short story:
The Children's Story, by James Clavell
Non-Fiction:
Godel, Escher, Bach, by Douglas Hofstadter
The Big Questions, by Steven Landsburg
Beginnings of Infinity, by David Deutsch
American Nations, by Colin Woodard
How to Want What You Have, by Timothy Miller
The Root of all Money, by V.G. Grafe