These are some of my favourite books, in a non-comprehensive and irregularly updated list.

Latin America:
Adolfo Bioy Casares, La trama celeste
Adolfio Bioy Casares & Silvina Ocampo, Los que aman, odian
Antonio di Benedetto, Zama
Copi, Obras I
Edmundo Desnoes, Memorias del subdesarrollo 
Julio Cortázar, Deshoras
Julio Cortázar, Final del juego
Juan Filloy, La potra
Juan Rulfo, Pedro Páramo
Jorge Luis Borges, El libro de arena
Jorge Luis Borges, El informe de Brodie
Roberto Bolaño, Los detectives Salvajes
Roberto Bolaño, Putas asesinas
Rodolfo Fogwill, Muchacha Punk

North America:
Elia Kazan, A Life
Elizabeth Hardwick, New York Stories
Fran Ross, Oreo
Henry James, Washington Square
Jonathan Franzen, The Corrections
John Dos Passos, Manhattan Transfer
J. D. Salinger, Franny & Zooey
Langston Hughes, Montage of a Dream Deferred
Paul Beatty, The Sellout
Philip Roth, Portnoy’s Complaint
Saul Bellow, The Adventures of Augie March
Toni Morrison, Song of Solomon

UK & Ireland:
D. H. Lawrence, Sons and Lovers
D. H. Lawrence, The Prussian Officer and Other Stories
D. H. Lawrence, Life with a Capital L (ed. Geoff Dyer)
George Gissing, New Grub Street
Harold Pinter, Homecoming
Ian McEwan, First Loves, Last Rites
James Joyce, Ulysses
Jonathan Coe, What a Carve Up!
Joseph Conrad, The Secret Agent
Joseph Conrad, Nostromo
Roald Dahl, Switch Bitch
T. S. Eliot, Four Quartets
Virginia Woolf, The Waves
Virginia Woolf, The Death of the Moth and Other Essays
William M. Thackeray, Vanity Fair

Europe:
Anton Chekhov, Three Sisters
Anton Chekhov, Uncle Vanya
Gustave Flaubert, Selected Letters 1830-1857
Henrik Ibsen, The Master Builder
Honoré de Balzac, Lost Illusions (tr. Raymond Mackenzie)
Jean-Paul Sartre, Nausea
Marcel Proust, Swann’s Way (tr. Lydia Davis)
Marcel Schwob, Imaginary Lives
Stendhal, The Red and the Black
Thomas Mann, Death in Venice
Thomas Mann, Confessions of Felix Krull, Confidence Man
Vladimir Nabokov, Pale Fire