I have Sinclair Lewis' It Can't Happen Here on my list.
I know, right?
I forgot to add that the Magic Mountain made my hair stand on end, but I never got to finishing it as a book about people being catty to each other in a sanitarium doesn't exactly make for cracking action. Plus, I lost my copy and can't find the old-timey translation I like any more. Oh yeah, and any of Thomas Hardy's five most well-known novels are recommended (plus his poetry). Hardy's pessimism can be intense, but there's always a glimmer of transcendentalism underneath it that appeals to me.