My favourite book is The Idiot by Dostoyevsky, although I love Notes from the Underground and Brothers Karamazov, also by him. He conveys the spectrum of human emotions and experience in a raw and unique way. I don't really have a specific genre, but I somewhat enjoy dystopian fiction (I enjoy tv shows like Orphan Black and Black Mirror more than sci-fi/dys fiction books through), creative non-fiction (especially historical fiction) and books set in exotic places (Central Asia and Latin America). I've been trying to read more modern fiction in the last few years.
Some other books I really like:
Classics: Frankenstein (Mary Shelley), The Plague (Albert Camus), Love in the Time of Cholera and One Hundred Years of Solitude (Gabriel García Márquez), Wuthering Heights (Emily Bronte), The Trial and The Metamorphosis (Franz Kafka), A Farewell to Arms (Ernest Hemingway), Tale of two cities (Charles Dickens), Anna Karenina (Leo Tolstoy), The Picture of Dorian Gray (Oscar Wilde), Brave New World (Aldous Huxley)
Historical Fiction (all written in the 21st Century): The Book Thief (Markus Zusak), All the Light We Cannot See (Anthony Doerr), Atonement (Ian Mcewan), Burial Rites (Hannah Kent), The Sympathizer (Viet Thanh Nguyen), The Patriots (Sana Krasikov)
Modern Fiction: Hunger Games (Suzanne Collins), Harry Potter (J.K Rowling), Millennium Trilogy (Stieg Larsson), A Song of Fire and Ice (George R. R. Martin), The Boat (Nam Le), Fight Club (Chuck Palahniuk), The Reluctant Fundamentalist (Mohsin Hamid), Never Let Me Go (Kazuo Ishiguro), The Brief Wondrous Life of Oscar Wao (Junot Diaz), Secret History and The Goldfinch (both by Donna Tartt), White Tiger (Aravind Adiga), The Time Traveler's Wife (Audrey Niffenegger)
Non-fiction: Poor Economics (Abhijit Banerjee and Esther Duflo), Capital in the Twenty-First Century (Thomas Piketty), Thinking, Fast and Slow (Daniel Kahneman), Mao's Last Dancer (Li Cunxin), The Second Sex (Simone de Beauvoir), The History of Sexuality (Michel Foucault), Modern Romance: An Investigation (Aziz Ansari and Eric Klinenberg), Bad Science and Bad Pharma (both by Ben Goldacre), Beyond Good and Evil (Friedrich Nietzsche and anything else by him)