1. The Hound of the Baskervilles by Arthur Conan Doyle
A masterwork of atmosphere and misdirection featuring the world's most famous detective as he tracks rumors of intrigue, murder and spectral apparitions on a remote English moorland. Sherlock Holmes set the standard for crime fiction by fusing the methodology of constructing events from clues with a sharply drawn character and a Dickensian flare for the strange and colorful. HOUND is the best of the novels, I think, and stands out from the short stories because it makes so much of its eerie non-London setting. Genius.
2. Gone Girl by Gillian Flynn
A fairly conventional plot made brilliant through its use of the unreliable narrator and a clever use of parallel view points running in different time lines. It opens with the disappearance of a man's wife told at once from both of the couple's perspectives--the husband's beginning on the day of her vanishing as he deals with the beginning of the police investigation, the wife's beginning earlier and detailing the development of their relationship. The success of the book spawned a lot of pale imitations but the original is the real deal: suspenseful, shrewd and well observed at the sentence level with a story that genuinely keeps you guessing and, above all, rich, complex characters such as those imitators who rely solely on the cheap plot twist rarely manage.
3. It by Stephen King
The recently re-filmed story of the killer clown in the sewers of a small town in Maine still has the power to terrify. One of King's special gifts is his ability to recall childhood and adolescence with pitch perfect clarity. IT does this perfectly, finding real horror in the stuff of ordinary tween life, much of it rooted in deeper and less paranormal anxieties. It's also just one of the flat out scariest books I've ever read.
4. The Cabinet of Curiosities by Douglas Preston and Lincoln Child
Blending shock with carefully paced atmospheric suspense, this is another tale which generates terror out of a pervading creep-factor. It builds its scares out of museum basements and gut-level queasiness, generating anxiety and a deep sense of wrongness which dodges most of the forms cliches.
5. The Lies of Locke Lamora by Scott Lynch
I love fantasy that feels urgent, human and compelling rather than remote and noble. This is a thriller full of snarky humor and conman cleverness, but it doesn't pull its punches and manages a surprising emotional power which few stories anchored in the exoticism of fantasy world building achieve. This one runs the gamut of mood and feeling but still feels perfectly unified.