Blood Meridian is a strong contender for my favourite book of all time. I've just never read anything like it and the blend of frontier savagery and gothic mysticism just blew me away. I also love that it boldly disregards convention while remaining immensely readable. (To me, at least.) There's some amazing discussion around the web on the meaning and context of the novel. It works on so many levels.
I mainly stepped in here to recommend Stoner by John Williams. There's been a lot of hyperbole about this book in the last year so I won't prattle on but basically, Stoner was the most moving book I have ever read. In a sense it's a slow, gentle novel about the trials of a university professor. In another sense it's a beautiful, crushing treatise on existence. I can't really recommend it enough. It killed me.