I third Fer de Lance by Rex Stout. Not sure if it can be considered a classic, but it has a very unusual ending for a mystery story that I didn't see coming.
And can someone second and third Discourse on the Method? Don't let the fact that it's philosophy or that it's nearly 400 years old throw you. It's short, very readable, and still controversial after all those years.
Last edited by WT Sharpe; 05-20-2012 at 05:02 PM.