These books must stand up to re-reading, they must be lovable, and they must console me as I pine away while reclining on white sands and eating coconuts and dates. Sheer page count also helps.
Iain M. Banks, The use of weapons
The most brilliant book by the best living writer of SF. The British SF scene is amazing right now. Banks is endlessly inventive, in setting and story. And this book repays re-reading, as in subsequent runs-through you search for the clues that set up the fantastic revelation of the finish. It comments painfully on the many possible meanings of the title.
Vernor Vinge, A fire upon the deep
This is one of those "appears on multiple lists" books, as I'd also put it on an introductory SF list. The two stories it grafts together are compelling, set in an interesting future, and fun to read. And Vinge's alien race, the Tines, is marvellous.
Steven Brust, The Phoenix Guards and Five Hundred Years After
I am trying to wrap my mind around the concept that there are people who haven't tasted the pleasure of these books. Brust has rewritten Dumas, sort of, in the fantasy universe he invented for the also-recommended Vlad Taltos books. These books go far past "wonderful" to "among the best novels written in the fantasy genre ever". Especially the second, but you have to read the first to get there.
Dorothy L. Sayers, The nine tailors
Her best mystery, and likely best novel. He sitteth between the cherubim.
Arthur Conan Doyle, The complete Sherlock Holmes
In the edition I have owned since childhood, brown cover with a black spine, which has torn away. Complete with my childish handwriting inside the cover, pointing out stories in which Doyle has ripped himself off by repeating things. I remember writing those notes, and I remember the pen I used to write them.
Terry Pratchett, Small gods
The one Pratchett to have if you're having only one. Also the one I use to introduce doubters. Pratchett is at his best and funniest when he's most angry, and the topic of abusive religion makes him angry.
Robert Graves, I, Claudius
I was mentally running my fingers over my fiction bookshelves, scanning the titles for something that would pop into my hand and refuse to be put back, and I remembered this book. Wonderful historical fiction, wonderful literature, wonderful writer, and a strong character voice. Fantastic period in history to visit, as well.
Patrick O'Brian, HMS Surprise
When I first read this, the chase in the Indian Ocean got me so worked up and excited that I had to put the book down and pace around the room. Plus, debauched sloth!
JRR Tolkien, The lord of the rings
Because I am allowed an obvious choice, and I like to re-read it every five years or so.
John Galsworthy, The Forsyte Saga
My own personal mania. Some day I will write an essay about how Galsworthy's need to justify the weird behavior of his wife caused him to write a weak and unlikable character in Irene, thus engendering the reader sympathy for Soames which forever mystified him. This essay will languish in deserved obscurity.