Here are a few of my favorites in no particular order.
Fantasy-
1. The Worm Ouroboros by E.R. Eddison
2. The Dragonbone Chair by Tad Williams (Book one of Memory, Thorn & Sorrow)
3. Jirel Of Joiry by C.L. Moore
4. The Gormenghast Novels by Mervyn Peake (Titus Groan, Gormenghast and Titus Alone)
5. Rusalka by C.J. Cherryh
6. The Hobbit by J.R.R. Tolkien
7. The Golden Compass by Philip Pullman (Book one of His Dark Materials)
8. Harts Hope by Orson Scott Card
9. A Wizard Of Earthsea by Ursula K. Le Guin (Book one of the Earthsea Cycle)
10. Magician by Raymond E. Feist
11. The Flight Of Michael McBride by Midori Snyder
12. Riddle Of Stars by Patricia McKillip (The Riddle Master Of Hed, Heir Of Sea And Fire and Harpist In The Wind)
13. The Chronicles Of Amber: Volume I by Roger Zelazny (Nine Princes In Amber and The Guns Of Avalon)
14. The Chronicles Of Amber: Volume II by Roger Zelazny (Sign Of The Unicorn, The Hand Of Oberon and The Courts Of Chaos)
15. The Complete Compleat Enchanter by L. Sprague de Camp and Fletcher Pratt (The Roaring Trumpet, The Mathematics Of Magic, The Castle Of Iron, The Wall Of Serpents and The Green Magician)
16. Magic Kingdom For Sale-Sold! by Terry Brooks
17. Belgarath The Sorcerer by David and Leigh Eddings
18. Deryni Rising by Katherine Kurtz (Volume I of The Chronicles Of The Deryni)
19. Swords And Deviltry by Fritz Leiber
20. Dark Of The Gods by P.C. Hodgell (God Stalk and Dark Of The Moon)
21. Dragonsbane by Barbara Hambly
22. The Elric Saga Part I by Michael Moorcock (Elric of Melnibone, Sailor on the Sea of Fate and Weird of the White Wolf)
23. Dragon Prince by Melanie Rawn (Book I of the Dragon Prince)
24. The Last Herald-Mage by Mercedes Lackey (Magic's Pawn, Magic's Promise and Magic's Price)
25. Annals Of The Witch World by Andre Norton (Witch World, Web Of The Witch World and Year Of The Unicorn)
Science Fiction-
1. The Shockwave Rider by John Brunner
2. A Talent For War by Jack McDevitt
3. The Faded Sun Trilogy by C.J. Cherryh (Kesrith, Shonjir and Kutath)
4. Pastwatch: The Redemption Of Christopher Columbus by Orson Scott Card
5. The Stainless Steel Rat by Harry Harrison
6. Heir To The Empire by Timothy Zahn
7. Dark Force Rising by Timothy Zahn
8. The Last Command by Timothy Zahn
9. Counter-Clock World by Philip K. Dick
10. The Book Of Skaith by Leigh Brackett (The Ginger Star, The Hounds Of Skaith and The Reavers Of Skaith)
11. The Four Lords Of The Diamond by Jack L. Chalker (Lilith: A Snake In The Grass, Cerberus: A Wolf In The Fold, Charon: A Dragon At The Gate and Medusa: A Tiger By The Tail)
12. The Foundation Trilogy by Isaac Asimov (Foundation, Foundation And Empire and Second Foundation)
13. Into the Niger Bend by Jules Verne (the Barsac Mission pt. 1)
14. The City in the Sahara by Jules Verne (the Barsac Mission pt. 2)
15. Behold The Man by Michael Moorcock
16. The Startling Worlds Of Henry Kuttner by Henry Kuttner (The Portal In The Picture, Valley Of The Flame and The Dark World)
17. Enders Game by Orson Scott Card
18. Speaker for The Dead by Orson Scott Card
19. Xenocide by Orson Scott Card
20. Son Of Man by Robert Silverberg
21. A Canticle For Leibowitz by Walter M. Miller Jr.
22. Vornan - 19 by Robert Silverberg
23. The Golden Queen by Dave Wolverton (book one of The Golden Queen)
24. Beyond The Gate by Dave Wolverton (book two of The Golden Queen)
25. Lords Of The Seventh Swarm by Dave Wolverton (book three of The Golden Queen)