The best I would recommend are the first three books in the Dune saga; Dune, Dune Messiah and Children of Dune by Frank Herbert although the first one is fine by itself and the second and third are an extension of the first and the wrap up books respectively. There are more books based after them but these three work fine by themselves and the later books become a bit silly.

Other good reads are The Hitchhikers Guide to the Galaxy and Ender's Game.

For fantasy then David Gemmell is worth a shout, Legend is a good starting point and most of his books are separate in their own rights but make up something larger.

These weren't released in the US but if you can get them then Ian Irvine is highly recommended, either saga in his Three World series A View from the Mirror (four books) or The Well of Echoes (four books) are excellent.