There are quite a few books that I enjoy, but the one book that comes to my mind the quickest is Franz Kafka's 'The Metamorphosis'
It's short, sweet, succulent, and punches you in the gut in the sharpest way. I was debilitated for a week after reading it - since I took the story very seriously; ranging from the narrative's progression, Samsa's thoughts, and his family's actions; the conclusion of Samsa being starved to death and disposed like rubbish destroyed me.
However, after reading a little more about Kafka himself - and his tendency to laugh at irony - I went through the book again and found an absurd comedy in the whole scenario: for God's sake, even after Samsa turns into a giant, horrid insect, he still worries about packing his suitcase and getting to work on time.
In this sense, I think I've experienced this book in a backwards way - the normal way of experiencing was probably to laugh at the absurdity first, and then weep at the tragedy after further investigation.
It's a fascinating read either way, to the point where it's informed a lot of my own work. I should probably read more of his works - I've only read a few of his other short stories, like 'A Crossbreed,' and 'Cares of a Family Man.' 'In the Penal Colony' was quite interesting too.