Another vote for The Illuminatus Trilogy.
Piers Anthony, On a Pale Horse. An interesting look at death. I read it in my teens, so it probably had more impact then than it would now, but still some good ideas, I think.
Robert M. Pirsig, Zen and the Art of Motorcycle Maintenance.
Alan Moore, From Hell. The graphic novel, not the movie. I'm a Johnny Depp fanboy of sorts, but the movie took out all the really interesting (and hard to film) parts.
Alan Moore, Watchmen. What makes a hero a hero? And when do you compromise?
Richard Bach, Illusions.