Pretty much anything by John LeCarre but especially Tinker Tailor Soldier Spy.
I've recently read I am America and so can you by Stephen Colbert, very funny.
most of my favourite stuff is pretty well known but here are some recommendations that you may not have heard of.
The good soldier Svejk by Jaroslav Hasek
The various adventures of a seemingly dim witted czech soldier in the first world war who manages to get out of going to the front lines through sheer incompetence. an unfinished masterpiece, Hasek died while writing it, but don't let that put you off each chapter is a self contained story in it's own right.
The Analyst by John Katzenbach
a psychiatrist is contacted by a psychopath that calls himself "Rumplestiltskin" who claims that the psychiatrist ruined his life. He has 1 week to either find out who Rumplestiltskin is or kill himself, if he doesn't do either of these things his family will be killed. Very compelling reading.

