Some of my favorites:

1- The Red and the Black (Le rouge et le noir) by Stendhal . It's a bit slow at first but it gets interesting. It's about a guy Julian Sorel and his attempts to ascend socially in the French society of the nineteenth century

2- Snow by Turkish writer Orhan Pamuk. It's a novel (2002) many of the political and cultural tensions of modern Turkey. I don't know how to summarize it, it's quite peculiar, but it's great!

3- The Castle by Kafka (or anything by Kafka). I must say that it is a bit complicated to follow, but I could not stop.

4- Confessions of Felix Krull by Thomas Mann. The book is long, but it's worth reading until the end.
Parodying the novels of learning (bildungroman), these "confessions" takes you through all the stages of a life whose only purpose is to become a work of art.

5- The Moon and the Bonfires (La Luna e i Falò) by Cesare Pavese. Pff! I love this book.
I copy you the summary: "The protagonist, known only by his nickname of Anguilla (Eel), has returned to his home town in the years immediately following the Second World War. He left twenty-five years earlier and had made his fortune in the United States. Returning to his home town, he finds many of the same smells and sights that filled his youth, but he also finds a town and its inhabitants that have been deeply changed by war and by the passage of time."