In no particular order, some fiction I've loved:
- The Last Samurai by Helen DeWitt
- Vox and The Fermata by Nicholson Baker
- The Forgotten Beasts of Eld by Patricia McKillip
- The Cyberiad by Stanislaw Lem
- Winter's Tale by Mark Helprin
- Invisible Cities and Cosmicomics by Italo Calvino
- The Scar by China Mieville (And Perdido Street Station, natch. I also liked his The City and the City and Embassytown, but more as metaphorical tools than as stories)
- Rosencrantz and Guildenstern are Dead and Arcadia by Tom Stoppard
- Accelerando, Glasshouse, Saturn's Children, and Neptune's Brood by Charles Stross
- Set This House In Order by Matt Ruff
- The Speed of Dark by Elizabeth Moon (but I don't really like any of her other stuff)
- Motherless Brooklyn by Jonathan Lethem
- A Deepness in the Sky by Vernor Vinge
- The Astonishing Life of Octavian Nothing: Traitor to the Nation (both volumes) by M.T. Anderson
- World War Z by Max Brooks
- Smilla's Sense of Snow by Peter Hoeg
- The Orphan's Tale (both volumes) and Palimpsest by Catherynne M. Valente
- No one belongs here more than you. by Miranda July
- the Steerswoman books by Rosemary Kirstein
- How Green Was My Valley by Richard Llewellyn
- The Teahouse Fire by Ellis Avery
- The Master Butchers Singing Club by Louise Erdrich
- Stone Butch Blues by Leslie Feinberg
- The Sailor Who Fell From Grace With The Sea by Yukio Mishima
- The Sparrow by Mary Doria Russell
- The Time Traveler's Wife by Audrey Niffenegger
- The History of Love by Nicole Krauss
- Bastard out of Carolina by Dorothy Allison
- Bridge of Birds by Barry Hughart
- Stories of Your Life and Others by Ted Chiang
- Gravity's Angels by Michael Swanwick
- Still Life With Woodpecker by Tom Robbins
- Don Quixote by Miguel de Cervantes (the Edith Grossman translation)
- The Princess Bride, of course.
- Haroun and the Sea of Stories and The Ground Beneath Her Feet by Salman Rushdie (everything of his from before Fury (2001), actually)
- Labyrinths by Jorge Luis Borges (really, everything of his)
- The General in his Labyrinth by Gabriel Garcia Marquez (really, everything of his)
- The King of Elfland's Daughter by Lord Dunsany
- Up in the Old Hotel by Joseph Mitchell (not entirely clear whether it's journalism or fiction)
- For Whom the Bell Tolls by Ernest Hemingway (through I prefer his non-fiction Death in the Afternoon)
- just about everything by Louis de Bernieres
- My Name is Red by Orhan Pamuk
- Native Son by Richard Wright
- Last Night in Twisted River by John Irving
- An Instance of the Fingerpost by Iain Pears
- Wild Seed by Octavia Butler
- Flowers for Algernon by Daniel Keyes
- Santa Olivia and Saints Astray by Jacqueline Carey
- Slammerkin by Emma Donoghue
- Sea of Poppies by Amitav Ghosh
- The Handmaid's Tale by Margaret Atwood
- Blindsight by Peter Watts
- Gravity's Rainbow by Thomas Pynchon
- Foucault's Pendulum by Umberto Eco
- Moby Dick by Herman Melville