Well these are some of the books that have been most important to me.
Philosophy: Plato's Parmenides, Aristotle's Nicomachaean Ethics, Hume's Dialogues Concerning Natural Religion, Kant's Critique of Pure Reason, Burke's Reflections on the Revolution in France, Nietzsche's Beyond Good & Evil.
Poetry: Homer's Iliad, Chaucer's Canterbury Tales, Donne's Songs & Sonets, Pope's Dunciad, Blake's Songs of Innocence & Experience, T.S. Eliot's Four Quartets.
Fiction: Cervantes's Don Quixote, Laclos's Les Liaisons Dangereuses, Bronte's Wuthering Heights, Dostoyevsky's Crime & Punishment, Tolstoy's Anna Karenina, Joyce's Ulysses.
Short Fiction: Boccaccio's Decameron, Gogol's Petersburg Tales, Poe's Tales of Mystery & Imagination, Maupassant, Chekhov, Borges's El Aleph.
Drama: Sophocles's Antigone, Aristophanes's Lysistrata, Shakespeare's King Lear & Macbeth, Ibsen's The Wild Duck, Albee's Who's Afraid of Virginia Woolf? .
Other: Tacitus's Annals of Imperial Rome, Montaigne's Essais, Dr Johnson's The Rambler, Gibbon's Decline & Fall of the Roman Empire, Boswell's Life of Johnson, Freud's Interpretation of Dreams.