These are my favourite books (As of early 2014--my more updated version is on Goodreads here). There are some books that I think everyone should read, (as in, if you didn't read it, your life would be much worse off), and these are the ones I put in purple. If anyone else has any MUST READ books, feel free to share them in comments:
Fantasy:
Mary Stewart's Merlin Trilogy and the Wicked Day
The Lord of the Rings by J.R.R. Tolkien
The Hobbit by J.R.R. Tolkien
The Runelords by David Farland
The Once and Future King by T.H White
Wildwood Dancing & Cybele's Secret by Juliet Marillier
The Infernal Devices series by Cassandra Clare
Auralia's Colours by Jeffery Overstreet
Green Rider series by Kristen Britain
The Worm Ouroboros by Eric Eddison
Harry Potter by J.K. Rowling
The Chronicles of Narnia by C.S. Lewis
The Invisible Order by Paul Crilley
HP Lovecraft short stories that aren't too frightening :)
Inheritance Cycle (especially Eldest) by Christopher Paolini
The Secret Texts trilogy by Holly Lisle
This Dark Endeavour by Kenneth Oppel
His Dark Materials by Phillip Pullman
Inkheart trilogy by Cornelia Funke
Esoteric/Spiritual/Philosophy/Science:
The Secret Teachings of All Ages by Manly P. Hall
A Kabbalistic Universe by Z'ev ben Shimon Halevi
The Field by Lynne McTaggart
The Elixir and the Stone
The Hieroglyphic Monad by Dr. John Dee
The Story of Philosophy by Will Durant
Peter Kreeft's The Philosophy of Tolkien
Plotinus's Enneads
Plato's Dialogs
Tao Te Ching
Warped Passages by Lisa Randall
Einstein's Telescope by Evalyn Gates
A Brief History of Time by Stephen Hawking
The History of Magic by Eliphas Levi
The Book of Chuang Tzu
De Historia et Veritate Unicornis & Dragontooth Notebook
The Illuminated Rumi
The Tao of Pooh
Freemasonry of the Ancient Egyptians by Manly P. Hall
The Lost Keys of Freemasonry by Manly P. Hall
Ghosts Among Us by James Von Praagh
Descartes' Meditations on First Philosophy
Some Leibnitz letters
Classics:
Jane Eyre by Charlotte Bronte
The Lost Prince by Frances Hodgson Burnett
The Picture of Dorian Gray by Oscar Wilde
Oliver Twist by Charles Dickens
A Midsummer's Night Dream by William Shakespeare
Hamlet by William Shakespeare
To the Lighthouse by Virginia Woolf
The Lost World by Sir Arthur Conan Doyle
Around the World in 80 Days by Jules Verne
The Screwtape Letters by C.S. Lewis
Little Lord Fauntleroy by Frances Hodgson Burnett
Books that don't fit anywhere else:
Piratica by Tannith Lee
King Solomon's Ring by Konrad Lorenz
The Book Thief by Markus Zusak
The Printer's Devil Trilogy by Paul Bajoria
The Phantom of the Opera by Gaston Lerous
On Dreams by Sigmund Freud
Crocodile on the Sandbank by Elizabeth Peters