I'm currently reading Shutter Island by Dennis Lehane - I loved the film and I also love to read books that have film adaptations and be a smug twat about what "didn't happen like that". So far, it's pretty much exactly like the film, so I just wish I didn't know the twist!
Over the past few months I only just managed to read Fight Club, and shortly afterwards, Choke, both by Chuck Palahniuk. I'd consider them both must-reads if you don't mind sexual content and wondering what must have happened to Mr. Palahniuk to illicit such incredibly fucked up characters.
For the fantasy kick, I love to read Neil Gaiman (American Gods shot to my favourites list when I read it last year), China Mieville and re-read Philip Pullman's His Dark Materials trilogy, which I last read when I was quite young (I'm not sure how I got through the last book when I was younger, it dwindles).
I also seem to lean towards books that are quite distressing - I'm not sure what that says about my personality. The Book Thief, The Fault in our Stars, The Lovely Bones, The Pianist (non-fiction).... My favourite book, which I've read many, many times, is Everything is Illuminated by Jonathan Safran Foer, which speaks to me because I have both Jewish and Ukrainian in my family. Although a fairly controversial author (some people seem to absolutely hate his writing), I find the style incredibly beautiful, and if a piece of fiction can make you feel that strongly, it doesn't matter whether someone else disagrees!