Never Let Me Go. It's more science fiction than dystopian, but I'm enjoying it a lot.
Besides that, I'd recommend any of the classics like 1984 or Brave New World. I haven't read as many as I would like to (I tend to get distracted when I read), but those are two that come to mind.
Catch-22 I've heard is really good, but I haven't read it. Clockwork Orange is a good book based on what I've read so far.
I really like the Philip K Dick short story collections. Service call, Captive Market, Minority Report, We Can Remember It For You Wholesale, The Fifth Variety are some of my favorites. Novel-wise "Do Androids Dream of Electric Sheep" and "The Man In The High Castle"- although I've only read the first.
"Fahrenheit 451" and "The City" by Ray Bradbury are two I'd highly recommend.