I don't read much, I try to read more but I get too distracted. Of the books I have read, "Lisey's Story" by Steven King is my favourite and it's a book I'd consider buying if I had the spare money. It's a love story that has supernatural elements to it and I can relate to one of the characters really well. Also "The Shining" by Steven King again, comes close because it is actually intense to read and I never thought I'd be scared by a book after seeing the movie and TV mini series, but I was scared at times.
My next book I want to read (besides one I've got on hold about self esteem) is "One Flew Over the Cuckoo's Nest" which is about (once again) insanity and a mental hospital full of conspiracies, murder etc. I saw the movie, a long time ago and I've only seemed to enjoy books with some psychological element to it.
"The Shining" was the only book in my life to have actually affected me mentally for a few days, it fucked with my head a bit.