Ooh! Genre first person novels!
I recommend the following, all of which I really like as books too:
_Agyar_ by Steven Brust. Fantasy in a diary format. It's rigorously written *as* a diary, for the character's memory and musings not for exposition--yet you can still figure out what's going on.
If you only get one, get this one.
Raphael Carter, _The Fortunate Fall_. SF, hard to sum up. Stunningly written and inventive. "You will read my life in phosphors on a screen, or glowing letters scrolling up the inside of your eye. And when you reach the end, you will lie down again in your indifferent dark apartment, with the neon splashing watercolor blues across your face, and you will know a little less about me than you did before."
If you only get two, get this one and _Agyar_.
_Sorcery and Cecelia_ by Patricia Wrede and Caroline Stevermer. Sparkling Regency-with-magic, republished as YA, which began life as a letter game between the authors. (
booklog entry)
_The King's Peace_ and _The King's Name_ by Jo Walton. Retrospective fantasy, an old warrior looking back at the end of her long life and writing down the story of King Urdo for future generations. Non-twee revisiting of the Matter of Britain, in a solidly-built alternate universe. (
booklog entry)
(And, as a bonus, they were bought out of the slush. Disclaimer: Jo is a friend.)
Emma Bull's _Finder_ (and _Bone Dance_ if you can find it): urban fantasy, retrospective narration but not obviously so until the end, excellent handling of emotions and distance.
_The Innkeeper's Song_, by Peter Beagle. A rare example of the oral tradition. Also a rare example of multiple first-person points of view.
The first five Amber books by Roger Zelazny. A lot of people don't like the second five. Not rigorous about the framing device, but fun.
I think that's enough to be going on with.