Favourite 20th Century fiction, in no particular order (the list speaks to my bias of form over content, as these are all more in the category of "prose poetry" than "ripping yarn") :
Underworld - Don Delilo
A History of the World in 10½ Chapters - Julian Barnes
The Satanic Verses - Salman Rushdie
LOLITA - Vladimir Nabokov
LIGHT IN AUGUST - William Faulkner