Novels I recommend (please note, however, that I mostly like novels about depressed and defeated characters whose ambitions are greater than their position and upon whom misery refuses to loosen its hold):
"The Clown" by Heinrich Boll
"The Man with the Golden Arm" by Nelson Algren
"Hunger" by Knut Hamsun
"Wait Until Spring, Bandini" by John Fante
"Journey to the End of the Night" by Louis Ferdinand Celine
"Ham On Rye" by Charles Bukowski
"Fear and Loathing in Las Vegas" by Hunter S. Thompson
"A Fan's Notes" by Frederick Exley
"Henderson the Rain King" by Saul Bellow
"Lost Illusions" by Honore de Balzac
"The Idiot" by Fyodor Dostoevsky

Fiction not your thing? Well then, the most satisfying biography I have ever read is:
"Jesse James: The Last Rebel of the Civil War" by T.J. Stiles