Philip K. Dick
This is one of my favorite SF writers. His short stories fall under the "Ice Berg" principle. On the surface he writes simple to read short stories but underneath they have deep psyc/social meanings.
Do Androids Dream of Electronic Sheep = Movie(Blade Runner)
... Tones more short stories
The movies have a very lose parallel with the short stories. Personally I've enjoyed the movies as much as the short stories.
Trollslayer series (Not the deepest nor the funnies fantasy novel but the author has a lot of character in his writing style. )
Anything from Robert E. Howard (Conan, Kane, etc..)
Carlos Castaneda - The Teachings of Don Juan: A Yaqui Way of Knowledge
Suppose to be a real life account of an Archeology student (some however consider it fiction). Regardless it is a good book, has some great philosophy and all in all a fun story. It's a total of 12 books but smaller than two Harry Potter books. Don Jaun (the mentor) is a colorful character.
Dan Millman - Way of the Peaceful Warrior. Very much like the Carlos Castaneda except the mentor in this book is Buddhist. The philosophy is just as rich but the story/characters do not match Castaneda's book