The two big ones from George Orwell, 1984 and Animal Farm. They are brilliantly written, wonderfully bleak and their message remains as relevant as ever. Whilst Tolkien can be clever with language (see the worst book post for my thoughts on that guy's magnum opus), Orwell can be clever but also maintain dramatic tension and make memorable characters. He can also get me invested in a way Tolkien couldn't. The stakes in 1984 are ultimately not really that high, it's basically about the fate of one single individual, but I really care about it.
Watership Down by Richard Adams: Great story, great characters, great world-building, and it all happens to fluffy little bunny rabbits!
When The Wind Blows by Raymond Briggs: Oh god is this thing depressing and upsetting, but I can't recommend it enough. It's the book that showed me that comics don't have to be about muscle-bound guys in tight spandex and that they could tell harrowing stories.
The Discovery of the Titanic by Robert Ballard: The story about how he found and documented the Titanic's shipwreck is quite a page-turner of a read, even if it misses out details that were classified at the time (such as the fact that the Titanic search was actually a cover story for a survey of a couple of lost nuclear submarines). The artwork and photographs also have a haunting quality.
Most stuff by Terry Pratchett. What can I say? The dude knows how to make me laugh and also managed to be quite insightful while he's at it.