1. "Portnoy's Complaint" by Philip Roth. This is what made me think I'd try this crazy career. Crude as hell, yet a literary triumph.
2. "Anna Karenina" by Leo Tolstoy. It doesn't seem like you're reading a novel, but watching big, messy life play out in front of you.
3. "Pnin" by Vladimir Nabokov. "Lolita" is more famous, "Pale Fire" more ambitious. But this is his most accessible, warmest book.
4. "Time's Arrow" by Martin Amis. The book shows that, with the right idea, every single sentence can be made interesting.
5. "Collected Stories" by V. S. Pritchett. A latter-day Chekhov. But his sentences, forgive the blasphemy, are better than Chekhov's.
A book to which you always return: "HERZOG" by Saul Bellow. I almost put this in my top five. His prose is so energizing. Read a paragraph and you'll want to start writing.
A classic book that, upon revisiting, disappointed: "Portnoy's Complaint." While it was important to me, I think that its humor has dated badly.