A list of 1001 (fiction) Books That You Must Read Before You Die, from a book of the same name. I read too much nonfiction to be well-read fiction-wise, but I have read these thirty from the list:
The Corrections, Jonathan Franzen
House of Leaves, Mark Z. Danielewski
Infinite Jest, David Foster Wallace*
The Wind-Up Bird Chronicle, Haruki Murakami*
Contact, Carl Sagan*
The Hitchhiker's Guide to the Galaxy, Douglas Adams
One Day in the Life of Ivan Denisovich, Aleksandr Solzhenitsyn
The Lord of the Rings, J.R.R. Tolkien*
Lolita, Vladimir Nabokov*
The Old Man and the Sea, Ernest Hemingway
The Catcher in the Rye, J.D. Salinger
Nineteen Eighty-Four, George Orwell*
Cry, the Beloved Country, Alan Paton
Animal Farm, George Orwell
The Little Prince, Antoine de Saint-Exupéry
The Hobbit, J.R.R. Tolkien*
Brave New World, Aldous Huxley
The Great Gatsby, F. Scott Fitzgerald
The Time Machine, H.G. Wells
The Adventures of Sherlock Holmes, Arthur Conan Doyle
The Adventures of Huckleberry Finn, Mark Twain
Around the World in Eighty Days, Jules Verne
Little Women, Louisa May Alcott
Crime and Punishment, Fyodor Dostoevsky
Alice's Adventures in Wonderland, Lewis Carroll
A Christmas Carol, Charles Dickens
Pride and Prejudice, Jane Austen*
Candide, Voltaire
Gulliver's Travels, Jonathan Swift
Robinson Crusoe, Daniel Defoe
Some of my very favorites are on there.
Update: Following Marco's lead, I've marked some favorites with an asterisk. Under duress, I'd admit to the following as my top three favorite fiction books, in order: Infinite Jest, 1984, and Lolita.