If you've never read any of Roald Dahl's short stories, I suggest picking up a collection. Not kid's stuff and very, very good.

Otherwise I will now list some of my favourite books in case you haven't read any of these:
The Time Traveler's Wife, by Audrey Niffenegger
The English Patient, by Michael Ondaatje (alternatively, my second favourite book of his is Anil's Ghost)
Pillars of the Earth, by Ken Follett
One Hundred Years of Solitude, by Gabriel Garcia Marquez
The Joy Luck Club, by Amy Tan (which reads kind of like a short story collection)
The Club Dumas, By Arturo Perez-Reverte