Depends on your age and gender...but some of the books I couldn't put down if you slapped me across the face were:
Stephen King:
The Shining
Rose Madder
Dreamcatcher
Salem's Lot (My personal favorite. It scared me to death!)
Jodi Picoult (a bit older audience, maybe):
Nineteen Minutes
The Tenth Circle
Salem Falls
My Sister's Keeper
Ted Dekker:
Black
Red
White
Thr3e
(BR&W are a series, in order as listed above)
Frank Peretti:
House
Classics:
The Scarlet Letter
Wuthering Heights
Pride and Prejudice
You may also want to check out: "Mum's the Word" by Kate Collins if you want a mystery series. "Wicked Lovely" by Melissa Marr was really good as well. Or if you haven't read it yet, Harry Potter.