I second Wuthering Heights.
Here are some other suggestions:
Wilkie Collins - The Woman in White
Victorian detective story; feisty heroine and excellent villain!
Joseph Conrad - Heart of Darkness
Not very long, a work of genius which bears close analysis and discussion
Joseph Conrad - Lord Jim
One of the few Conrad novels I haven't got to yet - said to be one of his best
Fyodor Dostoevsky - The Gambler
Novelette length, hair-raising plot, wonderfully funny and perceptive. It was itself dictated by Dostoevsky in record time, to pay off a gambling debt
F. Scott Fitzgerald - The Great Gatsby
I haven't read this one - it's very well regarded
Victor Hugo - Les Miserables
Long but colourful and involving novel with very sympathetc protagonist
Henry James - Washington Square
Chilling story about the damage an overbearing father can do, set in 19th century America
Jerome K. Jerome - Three Men in a Boat
Very funny and English, just the thing for the holiday season; but not as light as an initial reading suggests
Franz Kafka - Metamorphosis
A long short story, one of the most famous ever written, and deservedly so; also bears any amount of scrutiny and discussion. Fascinating stuff
Katherine Mansfield - The Garden Party and Other Stories
I've never read any of hers, but this is supposed to be excellent
Mary Shelley - Frankenstein
I'm ashamed to say I've never read this. Apparently it works on all kinds of levels
Ivan Turgenev - Fathers and Sons
One of my favourite 19th century Russians. I haven't read this one
Kurt Vonnegut - 2R02B
Neither have I read this, nor any Vonnegut, a gap I'd like to fill
H. G. Wells - The Time Machine
Novella, one of the earliest SF tales. Adventure story, scary in places. Under the hood all sorts of interesting things are being said, not least about the British class system in the 19th century
P. G. Wodehouse - My Man Jeeves
I haven't read this one either and would like to.
All of these are in the MobileRead library, though not all are available in every format.