The Inheritors, William Golding. He's mostly famed for Lord of the Flies, which is also extremely powerful, but this second novel is far too greatly neglected.
Oooh, that book. The Inheritors creeped me out to the point I couldn't even finish it. For some reason I found it extremely disturbing (maybe I'm weird). It's brilliant though, no question about that - the kind of story I couldn't have even conceived of before.
I've read quite a few books that amazed me and got under my skin, a few of which others have mentioned here.
But to just name a book that gave me a mind-blowing moment, I'd say Orson Scott Card's Ender's Game. I finished it in the early morning hours and then kind of sat there for a while just thinking, "Whoa." It's not the greatest piece of literature or the best book I ever read, but it gave me the punchiest surprise! moment I ever had in reading.