In SF and Fantasy, my recommendations are:
Morningstar by David Gemmell. Many of his works can be read as standalone novels as well.
Warbreaker by Brandon Sanderson (free here on MR).
Tigana by Guy Gavriel Kay.
Lord of Light by Roger Zelazny. Again, many of his other works are standalones as well. A special mention goes to
this book, which is one of my favorites of his, yet it seems like not many people know of (I love Mardak's prayers).
The Icarus Hunt by Timothy Zahn. Alistair MacLean style Mystery and SF all rolled into one.
The Dark Lord of Derkholm by Diana Wynne Jones. More of a children book, yet very very good. Most of her other works are standalone as well and very good also.
In any other genre I think standalones are the norm not the exception, but I'm not that well read in other genres.
EDIT: Another standalone book that I love, a fantasy/comedy (though different than Terry Pratchett) is
Bridge of Birds by Barry Hughart.