My four favourite books, roughly in order, are
James Joyce, A Portrait of the Artist as a Young Man
Samuel Beckett, Malone Dies
William Faulkner, The Sound and the Fury
Samuel Beckett, Watt.
For me, these (especially the first three) are in a completely different league from anything else I've read. On the other hand, I didn't entirely understand The Sound and the Fury, and I think I totally misunderstood one thing in it.
If anyone was going to take my recommendations of these and want to read them, I would advise them to read Dubliners before A Portrait of the Artist. Also you're not supposed to understand what's going on in the first quarter of The Sound and the Fury, or so said the preface I read.
Of more contemporary fiction, I've read almost all of Julian Barnes's books, and Martin Amis's Money and The Information, all of which I thought were excellent.