Three come to mind:
The Stars My Destination by Alfred Bester. A classic science fiction novel. It tells a truly epic story in only about 200 (paper) pages. It's one of my all-time favourite books but I still found it compelling on this read through.
American Psycho by Bret Easton Elis. Another of my all time favourites. The best satire of the '80s ever. Much of it applies today as well. Not for everyone. If all you've seen in the movie (a crime against a great book), this is the real deal. Horrible and compelling.
Nostromo by Joseph Conrad. Part of my undertaking to read some "great books." I found this to be a book I couldn't wait to get back to every time I had to stop. A richly imagined story that explores the question of how character drives us forward, leading us to good choices and bad. I found the Sony T1's many dictionaries helpful with this as Mr. Conrad includes bits of Spanish, French, Italian, and, I think, a bit of German.