Good suggestions so far!
Beowulf is fantastic, I read it while listening to OMC, for some reason. It fit. It's an old english poem about Beowulf, a hero in the classical sense. Very noble, very proud. If you know popular fantasy novels, it's the origin of the name "Wulfgar."
Inferno is amazing. It has layer upon layer (no pun intended) of information, all of which can be cross-referenced and indexed and gone back upon. You can spend a lifetime on that. I havn't gotten around to Purgatorio or Paradiso yet. They're really preachy, though.
Nick Cave's book, though I havn't read it, has been recommended to me.
My all-time favourite book and something I would recommend to anyone is Mark Z. Danielewski's House of Leaves. It's this 700 page epic novel that redefines storytelling. Thousands of footnotes, circular text, no less than 3 interweaving stories with fantastically engaging characters. Basic plot: Thesis on a nonexistent documentary in which a man discovers that his house is bigger on the inside than it is on the outside.
May not pique your curiosity yet, but I'd say look for it, and read a little bit, you might get a flavour of how engaging this book can be. Rich in every sense.
For non-fiction, I'm still halfway through "Hitler's Uranium Club" which is about the German nuclear physicists who were holed up in a british mansion right after Germany was defeated in WWII. They were secretly recorded as they discussed possible methods of building a nuclear bomb, and as they reacted to the fact that America had already done it, and succeeded. Very interesting, and far more personal than it sounds.
Anyone here read "The Satanic Verses," by Salman Rushdie? It's banned from a number of countries, and I know he has a price on his head for writing it. I've only just started it, can anyone tell me anything about it??
Hope I could be of some help!