"Atlas Shrugged" by Ayn Rand is one of my favorites if you're into something more deep and philosophical. As an atheist and hardcore capitalist, her philosphy is very close to my views since it puts individual freedom and the power of man's mind over collectivism and religion. However you don't have to agree with it to enjoy it and think about her message. A friend of mine is a socialist, he read the book after I introduced him to it and really liked it, although he said it still didn't sway his views. Damn.
If you're looking for something that's lighter and more humorous but still makes you think, check out "Hitchhiker's Guide to the Galaxy" by Douglas Adams. Imagine Monty Python combined with The Twilight Zone, and you'll have a decent approximation of his style. I enjoyed it.